+54.7%
ONTO vs DVA
+42.7%
+12.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -3.5% |
| 7D | +34.4% | -10.7% | +45.1% | +31.6% |
| 30D | -20.4% | -4.4% | -16.0% | -20.8% |
| 3M | -37.8% | -4.1% | -33.8% | -38.0% |
| 6M | -24.6% | -13.2% | -11.4% | -25.4% |
| YTD | +32.8% | +53.2% | -20.4% | +45.8% |
| 1Y | +54.7% | +40.8% | +13.9% | +69.7% |
| All | +54.7% | +42.7% | +12.0% | +69.7% |
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