+28.5%
EW vs OPEN
-70.7%
+99.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -4.3% | +3.9% | -0.1% |
| 30D | +1.0% | -16.2% | +17.3% | +2.0% |
| 3M | +2.8% | -36.4% | +39.2% | +5.2% |
| 6M | +5.5% | -35.5% | +40.9% | +7.6% |
| YTD | +5.5% | -46.0% | +51.4% | +8.3% |
| 1Y | +11.0% | -47.1% | +58.2% | +11.2% |
| 3Y | +17.7% | -19.0% | +36.7% | +5.5% |
| 5Y | -25.7% | -83.6% | +57.8% | -32.5% |
| All | +28.5% | -70.7% | +99.2% | +15.2% |
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