-82.3%
OPEN vs A
+23.5%
-105.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.9% |
| 7D | -21.7% | +4.8% | -26.4% | -23.6% |
| 30D | -36.5% | +5.6% | -42.1% | -38.4% |
| 3M | -59.5% | +23.6% | -83.2% | -64.3% |
| 6M | -71.9% | +56.4% | -128.2% | -79.0% |
| YTD | -75.8% | +33.4% | -109.2% | -78.6% |
| All | -82.3% | +23.5% | -105.9% | -81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling