-94.0%
OPEN vs COMP
-53.0%
-41.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.4% | +0.3% | -2.1% |
| 7D | -24.7% | +7.2% | -31.9% | -29.8% |
| 30D | -41.0% | +6.4% | -47.4% | -44.6% |
| 3M | -62.4% | -19.4% | -42.9% | -57.5% |
| 6M | -73.9% | +14.6% | -88.4% | -77.2% |
| YTD | -77.5% | -5.5% | -72.0% | -79.2% |
| 1Y | -83.6% | +13.7% | -97.2% | -86.6% |
| 3Y | -37.0% | +409.7% | -446.7% | -82.8% |
| 5Y | -93.3% | -17.0% | -76.3% | -94.5% |
| All | -94.0% | -53.0% | -41.0% | -92.3% |
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