-32.8%
OPEN vs ALB
-12.2%
-20.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | -31.1% | +1.1% | -32.1% | -31.6% |
| 30D | -34.7% | -2.6% | -32.1% | -33.9% |
| 3M | -61.9% | -25.6% | -36.3% | -55.8% |
| 6M | -71.9% | -54.0% | -17.8% | -58.1% |
| YTD | -76.6% | -31.6% | -45.0% | -73.6% |
| 1Y | -83.9% | -6.6% | -77.3% | -85.4% |
| All | -32.8% | -12.2% | -20.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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