+91.5%
ONTO vs DVA
+75.9%
+15.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.8% | +12.9% | +11.2% |
| 7D | -14.0% | +2.1% | -16.1% | -14.3% |
| 30D | -43.1% | +8.2% | -51.3% | -43.6% |
| 3M | -35.5% | +5.9% | -41.4% | -36.1% |
| 6M | -41.1% | -1.3% | -39.8% | -41.4% |
| YTD | +9.8% | +68.4% | -58.7% | -0.1% |
| 1Y | +31.5% | +57.5% | -25.9% | +21.1% |
| 3Y | +45.2% | +142.3% | -97.1% | +21.2% |
| All | +91.5% | +75.9% | +15.6% | +82.0% |
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