-99.9%
DFNS vs OPEN
-74.3%
-25.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -16.0% | -4.3% | -11.7% | -16.0% |
| 30D | -77.7% | -16.2% | -61.5% | -77.7% |
| 3M | -77.2% | -36.4% | -40.8% | -77.3% |
| 6M | -95.2% | -35.5% | -59.7% | -95.2% |
| YTD | -98.0% | -46.0% | -52.0% | -98.0% |
| 1Y | -98.3% | -47.1% | -51.1% | -98.3% |
| 3Y | -99.9% | -19.0% | -80.9% | -99.9% |
| 5Y | -99.9% | -83.6% | -16.3% | -99.8% |
| All | -99.9% | -74.3% | -25.5% | -99.8% |
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