-27.5%
ON vs DVA
+91.2%
-118.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | -1.9% | +2.0% | -3.9% | -2.1% |
| 30D | -11.0% | -0.4% | -10.7% | -11.0% |
| 3M | -39.3% | -7.7% | -31.7% | -39.0% |
| 6M | +19.8% | +20.0% | -0.1% | +14.8% |
| YTD | +31.1% | +61.1% | -30.0% | +19.3% |
| 1Y | +46.0% | +33.9% | +12.1% | +38.0% |
| All | -27.5% | +91.2% | -118.6% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling