-86.9%
OPEN vs BAH
+22.5%
-109.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -21.7% | -1.5% | -20.2% | -21.0% |
| 30D | -36.5% | +17.3% | -53.7% | -39.3% |
| 3M | -59.5% | +14.9% | -74.4% | -61.2% |
| 6M | -71.9% | +14.2% | -86.1% | -73.1% |
| YTD | -75.8% | +5.1% | -80.9% | -76.5% |
| 1Y | -78.5% | +2.1% | -80.6% | -79.0% |
| 3Y | -30.2% | -26.0% | -4.2% | -28.1% |
| 5Y | -93.3% | +9.0% | -102.2% | -94.2% |
| All | -86.9% | +22.5% | -109.4% | -88.9% |
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