-41.1%
ONTO vs DVA
+13.0%
-54.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.8% | +12.9% | +10.7% |
| 7D | -14.0% | +2.1% | -16.1% | -13.4% |
| 30D | -43.1% | +8.2% | -51.3% | -41.8% |
| 3M | -35.5% | +5.9% | -41.4% | -34.3% |
| 6M | -41.1% | -1.3% | -39.8% | -43.9% |
| All | -41.1% | +13.0% | -54.1% | -43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling