+45.3%
IR vs OPEN
-94.6%
+139.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.5% | +9.8% | +0.9% |
| 7D | +4.3% | -31.0% | +35.3% | +6.6% |
| 30D | +8.1% | -41.5% | +49.6% | +11.5% |
| 3M | +0.7% | -64.6% | +65.3% | +7.4% |
| 6M | +16.6% | -73.8% | +90.4% | +26.5% |
| YTD | +7.8% | -78.8% | +86.6% | +18.0% |
| 1Y | +9.9% | -86.8% | +96.7% | +23.9% |
| 3Y | +25.2% | -40.6% | +65.8% | +10.7% |
| All | +45.3% | -94.6% | +139.9% | +56.3% |
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