-89.0%
OPEN vs BURL
+16.2%
-105.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | -0.1% | -1.6% |
| 7D | -15.0% | -1.6% | -13.4% | -14.1% |
| 30D | -40.2% | -7.7% | -32.5% | -36.8% |
| 3M | -67.4% | -31.7% | -35.7% | -59.7% |
| 6M | -74.0% | -15.2% | -58.9% | -72.2% |
| YTD | -79.6% | -15.9% | -63.7% | -78.0% |
| 1Y | -86.1% | -14.2% | -71.9% | -85.5% |
| 3Y | -41.4% | +93.5% | -134.9% | -61.1% |
| 5Y | -94.9% | -9.9% | -85.0% | -95.5% |
| All | -89.0% | +16.2% | -105.1% | -90.4% |
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