-87.0%
OPEN vs A
+109.2%
-196.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.7% | -23.5% | -23.4% |
| 7D | -22.2% | -0.1% | -22.2% | -22.4% |
| 30D | -38.3% | +3.4% | -41.7% | -40.6% |
| 3M | -59.4% | +23.8% | -83.2% | -67.3% |
| 6M | -74.4% | +49.0% | -123.4% | -83.3% |
| YTD | -76.0% | +29.4% | -105.4% | -82.1% |
| 1Y | -78.7% | +19.4% | -98.0% | -82.6% |
| 3Y | -30.0% | +66.2% | -96.2% | -61.8% |
| 5Y | -93.7% | +15.8% | -109.5% | -94.8% |
| All | -87.0% | +109.2% | -196.2% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling