-94.7%
OPEN vs CAPR
+172.3%
-267.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.3% | -3.4% |
| 7D | -15.0% | +5.9% | -20.9% | -15.2% |
| 30D | -40.2% | +44.6% | -84.8% | -41.0% |
| 3M | -67.4% | +126.4% | -193.8% | -68.4% |
| 6M | -74.0% | -68.6% | -5.4% | -73.7% |
| YTD | -79.6% | -67.0% | -12.6% | -79.4% |
| 1Y | -86.1% | +65.2% | -151.3% | -88.0% |
| 3Y | -41.4% | +235.6% | -276.9% | -68.6% |
| All | -94.7% | +172.3% | -267.0% | -97.7% |
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 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