-70.8%
OPEN vs ARWR
+143.3%
-214.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.3% | +1.7% | -5.9% | -4.8% |
| 30D | -16.2% | -0.7% | -15.6% | -16.0% |
| 3M | -36.4% | +14.9% | -51.2% | -40.1% |
| 6M | -35.5% | +32.6% | -68.1% | -43.3% |
| YTD | -46.0% | +30.0% | -76.0% | -52.5% |
| 1Y | -47.1% | +208.4% | -255.5% | -67.6% |
| 3Y | -19.0% | +208.8% | -227.8% | -56.5% |
| 5Y | -83.6% | +27.8% | -111.4% | -88.7% |
| All | -70.8% | +143.3% | -214.2% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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