-87.9%
OPEN vs AA
+274.6%
-362.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.7% | -5.2% |
| 7D | -24.7% | +1.2% | -26.0% | -25.2% |
| 30D | -41.0% | -5.0% | -36.0% | -39.9% |
| 3M | -62.4% | -22.2% | -40.1% | -58.3% |
| 6M | -73.9% | -36.3% | -37.5% | -69.1% |
| YTD | -77.5% | -24.2% | -53.4% | -76.0% |
| 1Y | -83.6% | +3.9% | -87.4% | -84.8% |
| 3Y | -37.0% | +67.6% | -104.6% | -53.9% |
| 5Y | -93.3% | -8.8% | -84.5% | -93.9% |
| All | -87.9% | +274.6% | -362.5% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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