-84.2%
OPEN vs DVA
+41.6%
-125.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.8% |
| 7D | -2.9% | +2.0% | -4.9% | -3.6% |
| 30D | -13.8% | -0.4% | -13.4% | -13.8% |
| 3M | -30.9% | -7.7% | -23.2% | -29.4% |
| 6M | -40.9% | +20.0% | -60.9% | -46.0% |
| YTD | -48.5% | +61.1% | -109.6% | -58.8% |
| 1Y | -50.9% | +33.9% | -84.8% | -57.7% |
| 3Y | -20.6% | +91.5% | -112.2% | -43.7% |
| 5Y | -84.2% | +41.8% | -125.9% | -88.6% |
| All | -84.2% | +41.6% | -125.8% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling