+459.0%
ONTO vs DVA
+209.4%
+249.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.5% |
| 30D | -32.9% | 0.0% | -33.0% | -33.4% |
| 3M | -32.2% | -2.4% | -29.8% | -32.6% |
| 6M | -30.6% | -9.8% | -20.9% | -30.4% |
| YTD | +25.1% | +57.8% | -32.7% | +6.4% |
| 1Y | +40.0% | +49.2% | -9.2% | +20.8% |
| 3Y | +45.7% | +116.0% | -70.3% | +7.5% |
| 5Y | +128.8% | +68.5% | +60.3% | +76.5% |
| All | +459.0% | +209.4% | +249.6% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling