-93.6%
OPEN vs CAPR
+142.6%
-236.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +4.7% | -26.4% | -21.9% |
| 7D | -22.2% | +41.1% | -63.3% | -23.1% |
| 30D | -38.3% | +11.1% | -49.4% | -38.6% |
| 3M | -59.4% | +115.3% | -174.7% | -60.6% |
| 6M | -74.4% | -73.8% | -0.5% | -73.9% |
| YTD | -76.0% | -68.8% | -7.2% | -75.7% |
| 1Y | -78.7% | +43.3% | -122.0% | -81.4% |
| 3Y | -30.0% | +214.7% | -244.7% | -62.4% |
| All | -93.6% | +142.6% | -236.2% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling