-87.4%
OPEN vs D
+6.7%
-94.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | -31.1% | -2.4% | -28.6% | -30.2% |
| 30D | -34.7% | +9.0% | -43.7% | -36.7% |
| 3M | -61.9% | +1.0% | -62.8% | -61.9% |
| 6M | -71.9% | +11.0% | -82.8% | -73.1% |
| YTD | -76.6% | +19.8% | -96.4% | -78.4% |
| 1Y | -83.9% | +16.0% | -99.9% | -85.0% |
| 3Y | -34.4% | +74.4% | -108.7% | -50.0% |
| 5Y | -93.9% | +13.5% | -107.5% | -94.8% |
| All | -87.4% | +6.7% | -94.0% | -89.0% |
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