-94.7%
OPEN vs ALL
+161.6%
-256.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -15.0% | +5.0% | -20.0% | -16.2% |
| 30D | -40.2% | +13.3% | -53.5% | -41.7% |
| 3M | -67.4% | +3.2% | -70.6% | -67.6% |
| 6M | -74.0% | +25.3% | -99.4% | -75.8% |
| YTD | -79.6% | +30.5% | -110.0% | -81.4% |
| 1Y | -86.1% | +29.2% | -115.3% | -87.3% |
| 3Y | -41.4% | +119.1% | -160.5% | -60.3% |
| All | -94.7% | +161.6% | -256.3% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling