-87.0%
OPEN vs ALLY
+137.4%
-224.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.7% | -20.1% | -20.3% |
| 7D | -22.2% | +0.9% | -23.1% | -22.2% |
| 30D | -38.3% | +3.1% | -41.4% | -39.3% |
| 3M | -59.4% | -12.6% | -46.8% | -54.1% |
| 6M | -74.4% | -12.4% | -61.9% | -71.1% |
| YTD | -76.0% | -13.2% | -62.8% | -73.0% |
| 1Y | -78.7% | +1.8% | -80.5% | -79.1% |
| 3Y | -30.0% | +58.0% | -88.0% | -51.7% |
| 5Y | -93.7% | -8.4% | -85.3% | -94.0% |
| All | -87.0% | +137.4% | -224.5% | -88.8% |
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