-92.0%
OPEN vs COMP
-28.0%
-64.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.2% | -1.4% | -4.0% |
| 7D | -5.8% | -1.8% | -4.0% | -4.2% |
| 30D | -21.1% | -0.8% | -20.4% | -20.2% |
| 3M | -52.4% | -28.1% | -24.3% | -40.1% |
| 6M | -65.8% | +27.0% | -92.8% | -72.3% |
| YTD | -69.3% | -12.8% | -56.5% | -69.2% |
| 1Y | -75.2% | +4.9% | -80.1% | -77.9% |
| 3Y | -14.4% | +321.0% | -335.4% | -72.8% |
| 5Y | -92.0% | -25.6% | -66.4% | -92.7% |
| All | -92.0% | -28.0% | -64.0% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling