-30.0%
OPEN vs A
+64.2%
-94.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.7% | -23.5% | -23.0% |
| 7D | -22.2% | -0.1% | -22.2% | -22.3% |
| 30D | -38.3% | +3.4% | -41.7% | -40.0% |
| 3M | -59.4% | +23.8% | -83.2% | -65.7% |
| 6M | -74.4% | +49.0% | -123.4% | -81.7% |
| YTD | -76.0% | +29.4% | -105.4% | -80.7% |
| 1Y | -78.7% | +19.4% | -98.0% | -81.4% |
| 3Y | -30.0% | +66.2% | -96.2% | -46.9% |
| All | -30.0% | +64.2% | -94.2% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling