-87.4%
OPEN vs CAPR
+117.9%
-205.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +26.5% | -22.3% | +3.3% |
| 7D | -31.1% | +25.8% | -56.8% | -31.7% |
| 30D | -34.7% | +50.2% | -84.9% | -35.7% |
| 3M | -61.9% | +185.5% | -247.4% | -63.5% |
| 6M | -71.9% | -64.8% | -7.0% | -71.6% |
| YTD | -76.6% | -61.1% | -15.5% | -76.5% |
| 1Y | -83.9% | +81.0% | -164.9% | -86.2% |
| 3Y | -34.4% | +300.7% | -335.1% | -58.9% |
| 5Y | -93.9% | +223.3% | -317.3% | -96.3% |
| All | -87.4% | +117.9% | -205.2% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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