-71.4%
OPEN vs DVA
+62.2%
-133.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +5.8% | +8.0% | +12.5% |
| 7D | +3.7% | +4.7% | -1.1% | +2.7% |
| 30D | -14.3% | +7.8% | -22.1% | -15.4% |
| 3M | -51.9% | -15.5% | -36.4% | -51.1% |
| 6M | -61.4% | +25.0% | -86.4% | -62.5% |
| YTD | -66.0% | +69.6% | -135.6% | -68.9% |
| 1Y | -71.4% | +60.6% | -132.0% | -73.6% |
| All | -71.4% | +62.2% | -133.5% | -73.6% |
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