-41.4%
OPEN vs BAH
-26.8%
-14.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | -15.0% | +1.7% | -16.7% | -15.4% |
| 30D | -40.2% | +20.8% | -61.0% | -42.6% |
| 3M | -67.4% | +11.6% | -79.0% | -68.2% |
| 6M | -74.0% | +23.1% | -97.1% | -75.2% |
| YTD | -79.6% | +5.3% | -84.8% | -80.0% |
| 1Y | -86.1% | +6.1% | -92.2% | -86.4% |
| 3Y | -41.4% | -27.5% | -13.9% | -42.3% |
| All | -41.4% | -26.8% | -14.6% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling