-84.0%
OPEN vs ALB
-44.4%
-39.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +3.5% |
| 7D | -4.3% | -8.1% | +3.8% | +0.8% |
| 30D | -16.2% | +6.3% | -22.5% | -20.6% |
| 3M | -36.4% | -23.6% | -12.8% | -26.2% |
| 6M | -35.5% | -24.6% | -10.8% | -26.8% |
| YTD | -46.0% | -10.3% | -35.7% | -47.4% |
| 1Y | -47.1% | +61.5% | -108.6% | -67.5% |
| 3Y | -19.0% | -34.0% | +15.0% | -10.3% |
| All | -84.0% | -44.4% | -39.6% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling