-74.2%
OPEN vs BR
+49.3%
-123.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | -11.4% | -3.0% | -8.5% | -8.5% |
| 30D | -20.1% | -0.3% | -19.8% | -20.0% |
| 3M | -37.6% | +17.3% | -54.9% | -48.8% |
| 6M | -47.1% | -6.7% | -40.4% | -43.8% |
| YTD | -52.1% | -23.4% | -28.7% | -37.0% |
| 1Y | -73.5% | -32.7% | -40.8% | -59.1% |
| 3Y | -24.4% | -5.9% | -18.5% | -22.7% |
| 5Y | -85.1% | +8.4% | -93.6% | -88.0% |
| All | -74.2% | +49.3% | -123.4% | -81.8% |
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