-89.0%
OPEN vs DVA
+124.9%
-213.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -15.0% | -8.8% | -6.2% | -12.1% |
| 30D | -40.2% | -3.4% | -36.8% | -39.1% |
| 3M | -67.4% | -2.6% | -64.8% | -67.0% |
| 6M | -74.0% | -11.9% | -62.1% | -73.0% |
| YTD | -79.6% | +53.6% | -133.2% | -83.1% |
| 1Y | -86.1% | +41.9% | -128.0% | -88.1% |
| 3Y | -41.4% | +97.5% | -138.9% | -57.0% |
| 5Y | -94.9% | +65.0% | -159.8% | -96.2% |
| All | -89.0% | +124.9% | -213.9% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling