-86.9%
OPEN vs ALLE
+100.0%
-186.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -1.9% |
| 7D | -21.7% | -0.6% | -21.0% | -20.8% |
| 30D | -36.5% | +26.6% | -63.1% | -49.0% |
| 3M | -59.5% | +13.2% | -72.7% | -64.0% |
| 6M | -71.9% | +42.9% | -114.7% | -80.6% |
| YTD | -75.8% | +21.0% | -96.8% | -80.7% |
| 1Y | -78.5% | +15.2% | -93.7% | -81.9% |
| 3Y | -30.2% | +95.6% | -125.8% | -63.9% |
| 5Y | -93.3% | +53.4% | -146.7% | -96.1% |
| All | -86.9% | +100.0% | -186.9% | -92.9% |
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