-50.9%
FIX vs OPEN
-65.1%
+14.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.6% | -2.0% | -11.3% |
| 7D | -27.2% | -5.8% | -21.5% | -26.3% |
| 30D | -46.9% | -21.1% | -25.8% | -45.1% |
| 3M | -44.4% | -52.4% | +8.0% | -38.4% |
| 6M | -50.9% | -65.8% | +14.9% | -43.1% |
| All | -50.9% | -65.1% | +14.2% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling