-87.0%
OPEN vs BURL
+18.0%
-105.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.6% | -20.2% | -20.9% |
| 7D | -22.2% | +4.1% | -26.3% | -23.4% |
| 30D | -38.3% | -9.5% | -28.9% | -34.2% |
| 3M | -59.4% | -33.5% | -25.8% | -49.1% |
| 6M | -74.4% | -22.1% | -52.3% | -71.2% |
| YTD | -76.0% | -14.6% | -61.4% | -74.4% |
| 1Y | -78.7% | -8.4% | -70.3% | -78.5% |
| 3Y | -30.0% | +86.6% | -116.6% | -52.6% |
| 5Y | -93.7% | -17.2% | -76.6% | -94.5% |
| All | -87.0% | +18.0% | -105.1% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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