-86.9%
OPEN vs CAPR
+91.3%
-178.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | +0.4% |
| 7D | -21.7% | +36.0% | -57.7% | -22.6% |
| 30D | -36.5% | +25.8% | -62.3% | -37.1% |
| 3M | -59.5% | +140.8% | -200.4% | -61.0% |
| 6M | -71.9% | -67.6% | -4.3% | -71.5% |
| YTD | -75.8% | -65.9% | -9.9% | -75.6% |
| 1Y | -78.5% | +66.1% | -144.6% | -81.6% |
| 3Y | -30.2% | +256.9% | -287.1% | -56.2% |
| 5Y | -93.3% | +172.1% | -265.4% | -95.9% |
| All | -86.9% | +91.3% | -178.2% | -91.7% |
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