-93.6%
OPEN vs BAH
+8.3%
-101.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.4% | -17.3% | -20.3% |
| 7D | -22.2% | -3.5% | -18.7% | -21.0% |
| 30D | -38.3% | +24.3% | -62.6% | -42.3% |
| 3M | -59.4% | +16.3% | -75.7% | -61.3% |
| 6M | -74.4% | +13.6% | -87.9% | -75.5% |
| YTD | -76.0% | +3.5% | -79.5% | -76.6% |
| 1Y | -78.7% | +2.7% | -81.4% | -79.3% |
| 3Y | -30.0% | -26.6% | -3.4% | -29.2% |
| All | -93.6% | +8.3% | -101.9% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling