-87.0%
OPEN vs ALLE
+94.6%
-181.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.9% | -20.9% | -20.9% |
| 7D | -22.2% | -0.6% | -21.7% | -21.4% |
| 30D | -38.3% | +25.3% | -63.7% | -50.0% |
| 3M | -59.4% | +10.3% | -69.6% | -62.9% |
| 6M | -74.4% | +38.0% | -112.4% | -81.7% |
| YTD | -76.0% | +17.8% | -93.8% | -80.3% |
| 1Y | -78.7% | +13.6% | -92.3% | -81.9% |
| 3Y | -30.0% | +89.2% | -119.2% | -62.6% |
| 5Y | -93.7% | +51.1% | -144.8% | -96.2% |
| All | -87.0% | +94.6% | -181.7% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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