+131.1%
ADP vs OPEN
-87.8%
+218.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.2% | +1.4% |
| 7D | +3.2% | -24.7% | +27.9% | +4.1% |
| 30D | +12.8% | -41.0% | +53.7% | +14.8% |
| 3M | +12.3% | -62.4% | +74.7% | +16.2% |
| 6M | +45.4% | -73.9% | +119.3% | +52.1% |
| YTD | +21.4% | -77.5% | +98.9% | +27.3% |
| 1Y | +23.7% | -83.6% | +107.3% | +30.9% |
| 3Y | +43.6% | -37.0% | +80.7% | +33.8% |
| 5Y | +48.7% | -93.3% | +142.0% | +41.4% |
| All | +131.1% | -87.8% | +218.9% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 all: compounded portfolio wealth divided by compounded OPEN 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…
all analysis · Full analysis span regression · 6 months rolling