-70.8%
OPEN vs ALLY
+169.5%
-240.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -4.3% | +3.7% | -7.9% | -7.1% |
| 30D | -16.2% | -2.3% | -14.0% | -14.5% |
| 3M | -36.4% | +3.8% | -40.2% | -38.3% |
| 6M | -35.5% | +9.7% | -45.2% | -41.0% |
| YTD | -46.0% | -1.4% | -44.6% | -46.0% |
| 1Y | -47.1% | +8.2% | -55.4% | -50.6% |
| 3Y | -19.0% | +66.5% | -85.5% | -47.3% |
| 5Y | -83.6% | +1.2% | -84.8% | -86.0% |
| All | -70.8% | +169.5% | -240.4% | -77.5% |
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