+166.9%
OPEN vs ADVB
-88.3%
+255.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -4.3% | -3.8% | -0.5% | -4.3% |
| 30D | -16.2% | +17.6% | -33.8% | -16.0% |
| 3M | -36.4% | +119.1% | -155.5% | -36.6% |
| 6M | -35.5% | +103.4% | -138.8% | -36.6% |
| YTD | -46.0% | +59.8% | -105.8% | -45.8% |
| 1Y | -47.1% | +8.5% | -55.7% | -46.4% |
| All | +166.9% | -88.3% | +255.3% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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