-73.5%
OPEN vs DVA
+36.3%
-109.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.4% | -1.3% | -10.1% | -11.3% |
| 30D | -20.1% | 0.0% | -20.1% | -20.1% |
| 3M | -37.6% | -10.9% | -26.7% | -36.6% |
| 6M | -47.1% | +17.3% | -64.3% | -47.7% |
| YTD | -52.1% | +59.8% | -111.9% | -55.4% |
| 1Y | -73.5% | +36.3% | -109.7% | -79.1% |
| All | -73.5% | +36.3% | -109.8% | -79.1% |
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 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