-59.4%
OPEN vs A
+23.6%
-83.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.7% | -23.5% | -22.7% |
| 7D | -22.2% | -0.1% | -22.2% | -21.9% |
| 30D | -38.3% | +3.4% | -41.7% | -39.2% |
| 3M | -59.4% | +23.8% | -83.2% | -66.5% |
| All | -59.4% | +23.6% | -83.0% | -66.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling