-83.6%
OPEN vs D
+16.4%
-100.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | -24.7% | +2.4% | -27.1% | -24.9% |
| 30D | -41.0% | +10.9% | -51.9% | -41.8% |
| 3M | -62.4% | +2.8% | -65.2% | -62.6% |
| 6M | -73.9% | +12.7% | -86.6% | -74.4% |
| YTD | -77.5% | +20.3% | -97.9% | -79.7% |
| 1Y | -83.6% | +17.1% | -100.7% | -84.3% |
| All | -83.6% | +16.4% | -100.0% | -84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling