-30.0%
OPEN vs ALL
+105.5%
-135.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.5% | -17.3% | -21.9% |
| 7D | -22.2% | -1.9% | -20.3% | -22.2% |
| 30D | -38.3% | +13.8% | -52.1% | -37.1% |
| 3M | -59.4% | -7.0% | -52.4% | -59.6% |
| 6M | -74.4% | +18.0% | -92.4% | -74.0% |
| YTD | -76.0% | +24.2% | -100.2% | -75.6% |
| 1Y | -78.7% | +31.2% | -109.8% | -78.4% |
| 3Y | -30.0% | +107.5% | -137.5% | -14.2% |
| All | -30.0% | +105.5% | -135.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling