+629.3%
ON vs DVA
+187.8%
+441.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -34.3% | -10.9% | -23.4% | -32.8% |
| 6M | +28.5% | +17.3% | +11.3% | +20.2% |
| YTD | +40.6% | +59.8% | -19.2% | +18.5% |
| 1Y | +55.3% | +36.3% | +19.1% | +37.3% |
| 3Y | -22.2% | +88.6% | -110.8% | -40.2% |
| 5Y | +62.4% | +47.5% | +14.8% | +31.0% |
| All | +629.3% | +187.8% | +441.5% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling