-93.6%
OPEN vs COMP
-52.0%
-41.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +10.7% | -32.5% | -29.0% |
| 7D | -22.2% | +13.4% | -35.7% | -30.3% |
| 30D | -38.3% | +11.1% | -49.4% | -43.8% |
| 3M | -59.4% | -18.8% | -40.5% | -54.3% |
| 6M | -74.4% | +10.5% | -84.9% | -77.1% |
| YTD | -76.0% | -3.4% | -72.6% | -78.1% |
| 1Y | -78.7% | +19.7% | -98.4% | -83.1% |
| 3Y | -30.0% | +381.6% | -411.6% | -80.2% |
| 5Y | -93.7% | -17.6% | -76.1% | -94.8% |
| All | -93.6% | -52.0% | -41.6% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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