-70.8%
OPEN vs BR
+53.8%
-124.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +4.2% |
| 7D | -4.3% | -5.3% | +1.0% | +1.3% |
| 30D | -16.2% | +6.4% | -22.7% | -22.1% |
| 3M | -36.4% | +13.6% | -50.0% | -45.7% |
| 6M | -35.5% | -6.7% | -28.7% | -31.8% |
| YTD | -46.0% | -21.1% | -24.9% | -31.1% |
| 1Y | -47.1% | -29.6% | -17.6% | -21.8% |
| 3Y | -19.0% | -2.4% | -16.6% | -20.4% |
| 5Y | -83.6% | +11.2% | -94.8% | -87.2% |
| All | -70.8% | +53.8% | -124.7% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling