-93.3%
OPEN vs COMP
-13.7%
-79.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -3.1% |
| 7D | -21.7% | +14.5% | -36.2% | -30.2% |
| 30D | -36.5% | +14.9% | -51.4% | -43.5% |
| 3M | -59.5% | -14.2% | -45.3% | -56.2% |
| 6M | -71.9% | +23.7% | -95.6% | -76.7% |
| YTD | -75.8% | +2.1% | -77.9% | -78.8% |
| 1Y | -78.5% | +26.2% | -104.7% | -83.6% |
| 3Y | -30.2% | +470.9% | -501.1% | -82.5% |
| 5Y | -93.3% | -14.0% | -79.3% | -94.5% |
| All | -93.3% | -13.7% | -79.6% | -94.5% |
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