-89.0%
OPEN vs D
+6.1%
-95.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | -15.0% | -1.4% | -13.6% | -14.5% |
| 30D | -40.2% | +7.7% | -47.9% | -41.8% |
| 3M | -67.4% | -0.3% | -67.1% | -67.3% |
| 6M | -74.0% | +10.1% | -84.1% | -75.1% |
| YTD | -79.6% | +19.1% | -98.7% | -81.2% |
| 1Y | -86.1% | +15.9% | -102.0% | -87.0% |
| 3Y | -41.4% | +75.0% | -116.4% | -55.3% |
| 5Y | -94.9% | +13.4% | -108.2% | -95.6% |
| All | -89.0% | +6.1% | -95.0% | -90.4% |
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