-93.6%
OPEN vs AR
+71.8%
-165.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.8% | -21.0% | -21.6% |
| 7D | -22.2% | -14.3% | -8.0% | -19.5% |
| 30D | -38.3% | +1.4% | -39.8% | -38.9% |
| 3M | -59.4% | +3.4% | -62.7% | -60.1% |
| 6M | -74.4% | -2.1% | -72.3% | -74.6% |
| YTD | -76.0% | +4.7% | -80.7% | -76.8% |
| 1Y | -78.7% | +10.6% | -89.2% | -79.8% |
| 3Y | -30.0% | +24.6% | -54.6% | -41.6% |
| All | -93.6% | +71.8% | -165.4% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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