+196.1%
ON vs DVA
+17,356.0%
-17,159.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +12.2% | -8.8% | +21.0% | +15.1% |
| 30D | -3.1% | -3.4% | +0.3% | -2.8% |
| 3M | -12.9% | -2.6% | -10.3% | -13.1% |
| 6M | -38.6% | -11.9% | -26.7% | -37.6% |
| YTD | +31.2% | +53.6% | -22.4% | +10.1% |
| 1Y | +47.6% | +41.9% | +5.8% | +27.0% |
| 3Y | +6.6% | +97.5% | -90.9% | -19.4% |
| 5Y | +21.3% | +65.0% | -43.7% | -7.4% |
| 10Y | +533.3% | +193.2% | +340.1% | +284.4% |
| All | +196.1% | +17,356.0% | -17,159.9% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling