+161.4%
IR vs OPEN
-70.7%
+232.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | -2.8% | -4.3% | +1.4% | -2.6% |
| 30D | -15.1% | -16.2% | +1.1% | -14.2% |
| 3M | +6.1% | -36.4% | +42.4% | +8.7% |
| 6M | -16.8% | -35.5% | +18.6% | -15.0% |
| YTD | -3.5% | -46.0% | +42.4% | -0.6% |
| 1Y | -3.5% | -47.1% | +43.7% | -3.1% |
| 3Y | +9.5% | -19.0% | +28.5% | -1.8% |
| 5Y | +45.1% | -83.6% | +128.7% | +31.2% |
| All | +161.4% | -70.7% | +232.1% | +125.6% |
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