-87.0%
OPEN vs ARWR
+63.9%
-151.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.2% | -23.0% | -22.2% |
| 7D | -22.2% | -2.9% | -19.3% | -21.3% |
| 30D | -38.3% | -5.4% | -32.9% | -37.0% |
| 3M | -59.4% | -32.2% | -27.1% | -53.2% |
| 6M | -74.4% | -26.5% | -47.8% | -71.8% |
| YTD | -76.0% | -12.4% | -63.6% | -75.6% |
| 1Y | -78.7% | +46.9% | -125.5% | -82.6% |
| 3Y | -30.0% | +116.0% | -146.0% | -56.9% |
| 5Y | -93.7% | -28.0% | -65.8% | -94.9% |
| All | -87.0% | +63.9% | -151.0% | -88.3% |
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