-92.0%
OPEN vs ALLE
+51.8%
-143.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -6.3% |
| 7D | -5.8% | 0.0% | -5.8% | -5.4% |
| 30D | -21.1% | +20.6% | -41.7% | -37.1% |
| 3M | -52.4% | +11.4% | -63.8% | -58.3% |
| 6M | -65.8% | +42.5% | -108.3% | -78.8% |
| YTD | -69.3% | +18.9% | -88.2% | -76.7% |
| 1Y | -75.2% | +14.2% | -89.4% | -80.2% |
| 3Y | -14.4% | +90.7% | -105.0% | -66.1% |
| 5Y | -92.0% | +52.5% | -144.5% | -95.9% |
| All | -92.0% | +51.8% | -143.8% | -95.9% |
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 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