-82.3%
OPEN vs CAPR
+64.2%
-146.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | +0.7% |
| 7D | -21.7% | +36.0% | -57.7% | -21.7% |
| 30D | -36.5% | +25.8% | -62.3% | -36.5% |
| 3M | -59.5% | +140.8% | -200.4% | -59.4% |
| 6M | -71.9% | -67.6% | -4.3% | -71.9% |
| YTD | -75.8% | -65.9% | -9.9% | -75.9% |
| All | -82.3% | +64.2% | -146.5% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling