-87.0%
OPEN vs ALC
+24.2%
-111.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.1% | -19.7% | -19.7% |
| 7D | -22.2% | +4.9% | -27.1% | -25.0% |
| 30D | -38.3% | +19.0% | -57.3% | -47.1% |
| 3M | -59.4% | +7.8% | -67.1% | -61.8% |
| 6M | -74.4% | +14.6% | -88.9% | -77.7% |
| YTD | -76.0% | -4.4% | -71.5% | -75.7% |
| 1Y | -78.7% | +1.4% | -80.1% | -79.7% |
| 3Y | -30.0% | +2.5% | -32.5% | -36.4% |
| 5Y | -93.7% | -10.9% | -82.8% | -93.6% |
| All | -87.0% | +24.2% | -111.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling