-86.9%
OPEN vs ALC
+24.5%
-111.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -21.7% | +2.1% | -23.7% | -22.4% |
| 30D | -36.5% | +17.2% | -53.7% | -44.8% |
| 3M | -59.5% | +4.6% | -64.2% | -60.9% |
| 6M | -71.9% | +20.1% | -92.0% | -76.6% |
| YTD | -75.8% | -4.2% | -71.6% | -75.6% |
| 1Y | -78.5% | +2.1% | -80.6% | -79.7% |
| 3Y | -30.2% | +4.5% | -34.7% | -37.9% |
| 5Y | -93.3% | -12.3% | -80.9% | -93.1% |
| All | -86.9% | +24.5% | -111.5% | -89.0% |
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