+18.5%
ONDS vs DVA
+72.5%
-53.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -6.0% | -4.6% |
| 7D | -4.2% | +2.0% | -6.2% | -4.5% |
| 30D | -21.7% | -0.4% | -21.3% | -21.7% |
| 3M | -24.5% | -7.7% | -16.8% | -24.3% |
| 6M | -25.0% | +20.0% | -45.0% | -29.5% |
| YTD | -25.3% | +61.1% | -86.4% | -36.3% |
| 1Y | +33.8% | +33.9% | -0.1% | +20.3% |
| 3Y | +699.3% | +91.5% | +607.8% | +527.3% |
| 5Y | -5.2% | +41.8% | -47.0% | -27.6% |
| All | +18.5% | +72.5% | -53.9% | -13.2% |
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 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