-87.4%
OPEN vs BAH
+22.7%
-110.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -31.1% | -1.6% | -29.5% | -30.5% |
| 30D | -34.7% | +18.0% | -52.7% | -37.7% |
| 3M | -61.9% | +11.4% | -73.3% | -63.1% |
| 6M | -71.9% | +17.7% | -89.5% | -73.3% |
| YTD | -76.6% | +5.4% | -81.9% | -77.3% |
| 1Y | -83.9% | +2.8% | -86.7% | -84.3% |
| 3Y | -34.4% | -26.7% | -7.7% | -32.2% |
| 5Y | -93.9% | +8.1% | -102.0% | -94.8% |
| All | -87.4% | +22.7% | -110.1% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling