-70.8%
OPEN vs D
+3.2%
-74.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -4.3% | +1.5% | -5.7% | -4.8% |
| 30D | -16.2% | -2.6% | -13.6% | -15.3% |
| 3M | -36.4% | 0.0% | -36.4% | -36.5% |
| 6M | -35.5% | +7.4% | -42.8% | -37.9% |
| YTD | -46.0% | +15.9% | -61.8% | -49.7% |
| 1Y | -47.1% | +18.1% | -65.3% | -51.4% |
| 3Y | -19.0% | +58.4% | -77.4% | -36.1% |
| 5Y | -83.6% | +5.2% | -88.8% | -85.9% |
| All | -70.8% | +3.2% | -74.0% | -74.3% |
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