-83.4%
OPEN vs ALLY
+141.5%
-225.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.2% | -8.5% |
| 7D | -5.8% | -1.1% | -4.7% | -4.5% |
| 30D | -21.1% | +4.2% | -25.3% | -23.3% |
| 3M | -52.4% | -12.4% | -40.0% | -46.4% |
| 6M | -65.8% | -8.7% | -57.1% | -62.9% |
| YTD | -69.3% | -11.6% | -57.6% | -66.1% |
| 1Y | -75.2% | +0.2% | -75.4% | -75.4% |
| 3Y | -14.4% | +57.1% | -71.4% | -40.9% |
| 5Y | -92.0% | -6.8% | -85.1% | -92.5% |
| All | -83.4% | +141.5% | -225.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 all: compounded portfolio wealth divided by compounded ALLY 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…
all analysis · Full analysis span regression · 6 months rolling