-84.2%
OPEN vs BG
+84.9%
-169.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | -13.8% | +10.3% | -24.1% | -16.0% |
| 3M | -30.9% | -1.9% | -29.0% | -30.7% |
| 6M | -40.9% | +5.2% | -46.2% | -42.0% |
| YTD | -48.5% | +41.2% | -89.7% | -53.2% |
| 1Y | -50.9% | +50.5% | -101.4% | -56.1% |
| 3Y | -20.6% | +19.9% | -40.5% | -23.8% |
| 5Y | -84.2% | +86.7% | -170.9% | -87.0% |
| All | -84.2% | +84.9% | -169.1% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling