-84.0%
OPEN vs COMP
-31.2%
-52.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -4.3% | +1.4% | -5.6% | -5.2% |
| 30D | -16.2% | -13.3% | -2.9% | -7.7% |
| 3M | -36.4% | +41.1% | -77.5% | -50.3% |
| 6M | -35.5% | +17.2% | -52.6% | -45.7% |
| YTD | -46.0% | +5.2% | -51.2% | -52.4% |
| 1Y | -47.1% | +18.9% | -66.1% | -56.8% |
| 3Y | -19.0% | +215.9% | -234.9% | -68.9% |
| All | -84.0% | -31.2% | -52.8% | -86.0% |
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