-74.2%
OPEN vs BG
+263.8%
-338.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.1% |
| 7D | -11.4% | +3.1% | -14.5% | -12.1% |
| 30D | -20.1% | +10.2% | -30.3% | -22.1% |
| 3M | -37.6% | -1.7% | -35.9% | -37.6% |
| 6M | -47.1% | +1.0% | -48.0% | -47.5% |
| YTD | -52.1% | +39.9% | -92.1% | -56.3% |
| 1Y | -73.5% | +53.2% | -126.7% | -76.4% |
| 3Y | -24.4% | +16.3% | -40.7% | -27.4% |
| 5Y | -85.1% | +83.9% | -169.0% | -87.5% |
| All | -74.2% | +263.8% | -338.0% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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