-71.6%
OPEN vs A
+75.5%
-147.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | 0.0% |
| 7D | +1.0% | -2.1% | +3.0% | +3.0% |
| 30D | -11.9% | +0.6% | -12.5% | -12.3% |
| 3M | -28.8% | +10.9% | -39.7% | -36.5% |
| 6M | -38.6% | +28.2% | -66.8% | -53.5% |
| YTD | -47.3% | +8.6% | -55.9% | -52.9% |
| 1Y | -49.2% | +15.5% | -64.7% | -57.3% |
| 3Y | -18.8% | +31.8% | -50.6% | -43.4% |
| 5Y | -83.6% | -14.9% | -68.7% | -81.2% |
| All | -71.6% | +75.5% | -147.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling