-83.4%
OPEN vs AR
+872.7%
-956.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.8% | -6.8% | -9.2% |
| 7D | -5.8% | -11.7% | +5.9% | -4.1% |
| 30D | -21.1% | +1.8% | -23.0% | -21.7% |
| 3M | -52.4% | +6.0% | -58.4% | -53.2% |
| 6M | -65.8% | -7.0% | -58.7% | -65.7% |
| YTD | -69.3% | +5.6% | -74.9% | -70.0% |
| 1Y | -75.2% | +10.8% | -86.1% | -76.1% |
| 3Y | -14.4% | +19.3% | -33.7% | -21.9% |
| 5Y | -92.0% | +73.3% | -165.3% | -92.9% |
| All | -83.4% | +872.7% | -956.2% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling