+43.1%
ONTO vs DVA
+62.2%
-19.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.8% | -14.4% | -7.7% |
| 7D | -17.4% | +4.7% | -22.1% | -16.6% |
| 30D | -43.2% | +7.8% | -51.0% | -42.2% |
| 3M | -35.7% | -15.5% | -20.2% | -36.5% |
| 6M | -38.3% | +25.0% | -63.3% | -34.6% |
| YTD | +17.1% | +69.6% | -52.5% | +30.6% |
| 1Y | +43.1% | +60.6% | -17.4% | +59.4% |
| All | +43.1% | +62.2% | -19.0% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling