+20.0%
ON vs DVA
+64.3%
-44.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +12.2% | -8.8% | +21.0% | +13.9% |
| 30D | -3.1% | -3.4% | +0.3% | -3.0% |
| 3M | -12.9% | -2.6% | -10.3% | -13.1% |
| 6M | -38.6% | -11.9% | -26.7% | -38.0% |
| YTD | +31.2% | +53.6% | -22.4% | +16.0% |
| 1Y | +47.6% | +41.9% | +5.8% | +33.1% |
| 3Y | +6.6% | +97.5% | -90.9% | -12.5% |
| All | +20.0% | +64.3% | -44.3% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling