+44.1%
IR vs OPEN
-93.8%
+137.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.8% | +23.2% | +2.9% |
| 7D | +3.7% | -22.2% | +25.9% | +5.1% |
| 30D | +7.4% | -38.3% | +45.8% | +10.5% |
| 3M | -5.9% | -59.4% | +53.4% | -0.6% |
| 6M | +5.6% | -74.4% | +79.9% | +14.7% |
| YTD | +4.8% | -76.0% | +80.8% | +13.8% |
| 1Y | +6.9% | -78.7% | +85.6% | +16.4% |
| 3Y | +27.6% | -30.0% | +57.6% | +11.5% |
| All | +44.1% | -93.8% | +137.9% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling