-6.0%
OPEN vs BTSG
+406.1%
-412.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -4.3% | +2.7% | -7.0% | -5.0% |
| 30D | -16.2% | -3.6% | -12.6% | -15.6% |
| 3M | -36.4% | +5.8% | -42.2% | -38.0% |
| 6M | -35.5% | +44.7% | -80.2% | -43.6% |
| YTD | -46.0% | +62.2% | -108.1% | -54.5% |
| 1Y | -47.1% | +152.1% | -199.2% | -60.7% |
| All | -6.0% | +406.1% | -412.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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