+449.2%
ONTO vs DVA
+220.2%
+229.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.0% | +15.0% | +12.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.1% |
| 30D | -34.1% | +3.5% | -37.6% | -34.9% |
| 3M | -37.1% | +1.0% | -38.0% | -37.8% |
| 6M | -31.8% | -6.6% | -25.2% | -32.0% |
| YTD | +22.9% | +63.3% | -40.4% | +3.8% |
| 1Y | +39.5% | +50.0% | -10.5% | +20.7% |
| 3Y | +57.7% | +120.1% | -62.4% | +16.1% |
| 5Y | +115.8% | +73.7% | +42.1% | +65.8% |
| All | +449.2% | +220.2% | +229.0% | +214.5% |
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