-91.0%
OPEN vs BTDR
-29.7%
-61.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.7% | -5.5% | +2.5% |
| 7D | -31.1% | +7.7% | -38.7% | -32.5% |
| 30D | -34.7% | -24.1% | -10.6% | -32.4% |
| 3M | -61.9% | -19.1% | -42.8% | -61.2% |
| 6M | -71.9% | -46.6% | -25.2% | -69.8% |
| YTD | -76.6% | -37.3% | -39.3% | -76.0% |
| 1Y | -83.9% | -53.2% | -30.7% | -82.8% |
| 3Y | -34.4% | +77.1% | -111.5% | -49.7% |
| 5Y | -93.9% | -29.7% | -64.2% | -96.1% |
| All | -91.0% | -29.7% | -61.3% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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