-70.8%
OPEN vs ALB
+73.2%
-144.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +3.4% |
| 7D | -4.3% | -8.1% | +3.8% | +0.6% |
| 30D | -16.2% | +6.3% | -22.5% | -20.4% |
| 3M | -36.4% | -23.6% | -12.8% | -26.6% |
| 6M | -35.5% | -24.6% | -10.8% | -27.0% |
| YTD | -46.0% | -10.3% | -35.7% | -47.1% |
| 1Y | -47.1% | +61.5% | -108.6% | -66.4% |
| 3Y | -19.0% | -34.0% | +15.0% | -12.6% |
| 5Y | -83.6% | -44.6% | -39.0% | -80.0% |
| All | -70.8% | +73.2% | -144.1% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling