-83.4%
OPEN vs D
+9.2%
-92.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.5% |
| 7D | -5.8% | +6.9% | -12.7% | -8.2% |
| 30D | -21.1% | +12.3% | -33.5% | -24.7% |
| 3M | -52.4% | +3.0% | -55.4% | -52.9% |
| 6M | -65.8% | +12.8% | -78.6% | -67.6% |
| YTD | -69.3% | +22.6% | -91.9% | -72.0% |
| 1Y | -75.2% | +21.7% | -96.9% | -77.4% |
| 3Y | -14.4% | +83.9% | -98.3% | -36.2% |
| 5Y | -92.0% | +14.0% | -105.9% | -93.3% |
| All | -83.4% | +9.2% | -92.6% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling