-84.0%
OPEN vs BAX
-65.4%
-18.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -4.3% | -1.1% | -3.1% | -3.6% |
| 30D | -16.2% | -5.5% | -10.8% | -13.7% |
| 3M | -36.4% | +33.5% | -69.9% | -45.5% |
| 6M | -35.5% | +35.9% | -71.3% | -45.7% |
| YTD | -46.0% | +35.4% | -81.3% | -54.9% |
| 1Y | -47.1% | +9.8% | -56.9% | -50.9% |
| 3Y | -19.0% | -32.7% | +13.7% | -5.2% |
| All | -84.0% | -65.4% | -18.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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