-84.0%
OPEN vs ALL
+118.4%
-202.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -16.2% | -1.5% | -14.7% | -16.1% |
| 3M | -36.4% | +23.6% | -60.0% | -40.0% |
| 6M | -35.5% | +22.3% | -57.8% | -39.2% |
| YTD | -46.0% | +26.5% | -72.5% | -49.7% |
| 1Y | -47.1% | +27.0% | -74.2% | -51.0% |
| 3Y | -19.0% | +149.6% | -168.6% | -45.6% |
| All | -84.0% | +118.4% | -202.4% | -88.6% |
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