+1.7%
DIS vs OPEN
-87.0%
+88.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -21.8% | +21.4% | +1.2% |
| 7D | +5.2% | -22.2% | +27.5% | +6.9% |
| 30D | +11.5% | -38.3% | +49.8% | +15.0% |
| 3M | +11.5% | -59.4% | +70.9% | +18.5% |
| 6M | +8.9% | -74.4% | +83.2% | +19.1% |
| YTD | +3.4% | -76.0% | +79.4% | +13.0% |
| 1Y | +7.2% | -78.7% | +85.9% | +17.5% |
| 3Y | +43.3% | -30.0% | +73.3% | +24.7% |
| 5Y | -31.4% | -93.7% | +62.3% | -37.6% |
| All | +1.7% | -87.0% | +88.7% | -13.8% |
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