+238.0%
ONTO vs DVA
+40.3%
+197.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.0% |
| 7D | -1.0% | +1.8% | -2.9% | -1.2% |
| 30D | -2.9% | -2.5% | -0.4% | -2.6% |
| 3M | -2.5% | -4.3% | +1.8% | -2.5% |
| 6M | +28.2% | +18.9% | +9.3% | +24.1% |
| YTD | +69.8% | +61.9% | +7.8% | +55.0% |
| 1Y | +162.9% | +35.7% | +127.2% | +147.9% |
| 3Y | +95.9% | +78.6% | +17.3% | +72.6% |
| All | +238.0% | +40.3% | +197.7% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling