-84.0%
OPEN vs D
+4.5%
-88.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.4% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -16.2% | -3.6% | -12.7% | -14.6% |
| 3M | -36.4% | -1.0% | -35.4% | -36.2% |
| 6M | -35.5% | +6.3% | -41.7% | -38.4% |
| YTD | -46.0% | +14.7% | -60.7% | -50.8% |
| 1Y | -47.1% | +16.9% | -64.1% | -52.6% |
| 3Y | -19.0% | +56.8% | -75.8% | -42.5% |
| All | -84.0% | +4.5% | -88.5% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling