-86.9%
OPEN vs D
+7.0%
-93.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -21.7% | +0.8% | -22.4% | -21.6% |
| 30D | -36.5% | +10.7% | -47.2% | -38.9% |
| 3M | -59.5% | +2.3% | -61.8% | -59.8% |
| 6M | -71.9% | +12.5% | -84.3% | -73.2% |
| YTD | -75.8% | +20.1% | -95.9% | -77.8% |
| 1Y | -78.5% | +15.6% | -94.1% | -79.9% |
| 3Y | -30.2% | +75.2% | -105.4% | -46.9% |
| 5Y | -93.3% | +14.6% | -107.9% | -94.3% |
| All | -86.9% | +7.0% | -93.9% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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