-94.7%
OPEN vs ALLE
+51.6%
-146.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.8% |
| 7D | -15.0% | +3.6% | -18.6% | -18.4% |
| 30D | -40.2% | +25.9% | -66.1% | -54.4% |
| 3M | -67.4% | +15.8% | -83.2% | -72.6% |
| 6M | -74.0% | +48.1% | -122.1% | -84.6% |
| YTD | -79.6% | +22.0% | -101.6% | -85.0% |
| 1Y | -86.1% | +18.0% | -104.1% | -89.3% |
| 3Y | -41.4% | +93.1% | -134.5% | -77.1% |
| All | -94.7% | +51.6% | -146.3% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling