+130.7%
ONTO vs DVA
+64.3%
+66.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | +17.5% | -8.8% | +26.3% | +18.3% |
| 30D | -15.7% | -3.4% | -12.3% | -15.6% |
| 3M | -39.7% | -2.6% | -37.2% | -39.9% |
| 6M | -26.5% | -11.9% | -14.6% | -26.2% |
| YTD | +29.0% | +53.6% | -24.7% | +18.2% |
| 1Y | +57.0% | +41.9% | +15.1% | +45.9% |
| 3Y | +50.0% | +97.5% | -47.5% | +29.0% |
| All | +130.7% | +64.3% | +66.4% | +121.1% |
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