+221.6%
DVN vs ONTO
+695.7%
-474.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.6% |
| 7D | -1.3% | +9.7% | -11.0% | -3.7% |
| 30D | +12.6% | -8.8% | +21.4% | +14.3% |
| 3M | +8.1% | +4.5% | +3.6% | +1.7% |
| 6M | +10.2% | +56.4% | -46.3% | -10.7% |
| YTD | +33.8% | +78.1% | -44.3% | +2.3% |
| 1Y | +43.9% | +171.3% | -127.4% | -6.4% |
| 3Y | +1.7% | +118.7% | -116.9% | -40.9% |
| 5Y | +119.6% | +269.4% | -149.8% | -15.3% |
| All | +221.6% | +695.7% | -474.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling