-66.3%
OPEN vs AS
+123.4%
-189.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -15.0% | -4.9% | -10.1% | -13.0% |
| 30D | -40.2% | +3.9% | -44.1% | -40.9% |
| 3M | -67.4% | -9.6% | -57.8% | -65.9% |
| 6M | -74.0% | -8.7% | -65.4% | -73.1% |
| YTD | -79.6% | -19.8% | -59.7% | -77.9% |
| 1Y | -86.1% | -1.5% | -84.6% | -86.3% |
| All | -66.3% | +123.4% | -189.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling