-88.6%
OPEN vs BAH
+22.1%
-110.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.4% |
| 7D | -31.0% | -3.2% | -27.8% | -30.1% |
| 30D | -41.5% | +19.5% | -61.0% | -44.3% |
| 3M | -64.6% | +11.1% | -75.7% | -65.7% |
| 6M | -73.8% | +16.3% | -90.1% | -75.0% |
| YTD | -78.8% | +4.8% | -83.6% | -79.4% |
| 1Y | -86.8% | +4.9% | -91.7% | -87.2% |
| 3Y | -40.6% | -27.0% | -13.6% | -38.5% |
| 5Y | -94.7% | +5.7% | -100.4% | -95.4% |
| All | -88.6% | +22.1% | -110.7% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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