+166.2%
IBM vs OPEN
-87.0%
+253.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -21.8% | +20.9% | -0.1% |
| 7D | -5.0% | -22.2% | +17.3% | -4.3% |
| 30D | +11.1% | -38.3% | +49.4% | +12.7% |
| 3M | +5.7% | -59.4% | +65.1% | +8.7% |
| 6M | +10.1% | -74.4% | +84.5% | +14.7% |
| YTD | -15.6% | -76.0% | +60.4% | -12.1% |
| 1Y | -19.5% | -78.7% | +59.1% | -16.1% |
| 3Y | +80.4% | -30.0% | +110.4% | +76.7% |
| 5Y | +140.0% | -93.7% | +233.7% | +134.2% |
| All | +166.2% | -87.0% | +253.2% | +152.5% |
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