-65.8%
OPEN vs AS
-8.7%
-57.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.3% | -7.3% | -8.2% |
| 7D | -5.8% | +7.1% | -12.9% | -8.9% |
| 30D | -21.1% | +12.8% | -34.0% | -25.5% |
| 3M | -52.4% | -14.7% | -37.7% | -49.5% |
| 6M | -65.8% | -9.9% | -55.8% | -64.7% |
| All | -65.8% | -8.7% | -57.1% | -64.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling