-74.1%
OPEN vs DVA
+133.7%
-207.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.7% | -6.4% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | -21.8% | +1.7% | -23.5% | -22.3% |
| 3M | -37.5% | -8.7% | -28.8% | -36.0% |
| 6M | -44.1% | +19.7% | -63.8% | -48.5% |
| YTD | -52.0% | +59.6% | -111.6% | -60.9% |
| 1Y | -52.2% | +37.1% | -89.3% | -58.9% |
| 3Y | -25.9% | +89.8% | -115.7% | -45.6% |
| 5Y | -85.1% | +47.4% | -132.4% | -88.9% |
| All | -74.1% | +133.7% | -207.8% | -84.5% |
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