-87.0%
OPEN vs AR
+864.7%
-951.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.8% | -21.0% | -21.7% |
| 7D | -22.2% | -14.3% | -8.0% | -20.4% |
| 30D | -38.3% | +1.4% | -39.8% | -38.7% |
| 3M | -59.4% | +3.4% | -62.7% | -59.9% |
| 6M | -74.4% | -2.1% | -72.3% | -74.5% |
| YTD | -76.0% | +4.7% | -80.7% | -76.5% |
| 1Y | -78.7% | +10.6% | -89.2% | -79.4% |
| 3Y | -30.0% | +24.6% | -54.6% | -36.7% |
| 5Y | -93.7% | +71.9% | -165.6% | -94.5% |
| All | -87.0% | +864.7% | -951.7% | -88.2% |
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