-94.7%
OPEN vs DVA
+63.0%
-157.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.1% | -4.4% | -7.5% |
| 7D | -31.0% | -10.7% | -20.4% | -27.7% |
| 30D | -41.5% | -4.4% | -37.1% | -40.1% |
| 3M | -64.6% | -4.1% | -60.5% | -63.9% |
| 6M | -73.8% | -13.2% | -60.6% | -72.5% |
| YTD | -78.8% | +53.2% | -132.0% | -82.8% |
| 1Y | -86.8% | +40.8% | -127.7% | -88.9% |
| 3Y | -40.6% | +109.7% | -150.4% | -59.9% |
| 5Y | -94.7% | +64.5% | -159.2% | -96.2% |
| All | -94.7% | +63.0% | -157.6% | -96.2% |
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