-89.0%
OPEN vs BR
+71.3%
-160.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.2% | -4.2% |
| 7D | -15.0% | +1.1% | -16.1% | -16.0% |
| 30D | -40.2% | +14.4% | -54.6% | -47.9% |
| 3M | -67.4% | +12.4% | -79.8% | -71.2% |
| 6M | -74.0% | +35.4% | -109.5% | -81.7% |
| YTD | -79.6% | -12.2% | -67.4% | -76.7% |
| 1Y | -86.1% | -12.7% | -73.3% | -84.1% |
| 3Y | -41.4% | +14.3% | -55.6% | -52.0% |
| 5Y | -94.9% | +19.3% | -114.1% | -96.3% |
| All | -89.0% | +71.3% | -160.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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