-18.8%
OPEN vs DVA
+88.7%
-107.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +1.0% | +2.2% | -1.2% | +0.4% |
| 30D | -11.9% | -2.0% | -9.9% | -11.5% |
| 3M | -28.8% | -6.3% | -22.5% | -27.8% |
| 6M | -38.6% | +19.4% | -58.0% | -42.4% |
| YTD | -47.3% | +58.5% | -105.8% | -55.7% |
| 1Y | -49.2% | +33.9% | -83.0% | -54.7% |
| 3Y | -18.8% | +88.4% | -107.2% | -40.1% |
| All | -18.8% | +88.7% | -107.4% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling