-71.6%
OPEN vs ALC
+14.5%
-86.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -0.7% |
| 7D | +1.0% | -3.7% | +4.7% | +4.6% |
| 30D | -11.9% | -3.7% | -8.2% | -8.7% |
| 3M | -28.8% | +4.6% | -33.3% | -32.5% |
| 6M | -38.6% | -14.6% | -24.0% | -30.8% |
| YTD | -47.3% | -11.9% | -35.5% | -42.9% |
| 1Y | -49.2% | -13.1% | -36.0% | -43.7% |
| 3Y | -18.8% | -15.0% | -3.8% | -10.7% |
| 5Y | -83.6% | -16.2% | -67.4% | -82.2% |
| All | -71.6% | +14.5% | -86.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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