-71.4%
OPEN vs DD
+49.3%
-120.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.8% | +15.6% | +14.9% |
| 7D | +3.7% | +8.7% | -5.0% | -2.7% |
| 30D | -14.3% | +15.3% | -29.6% | -22.9% |
| 3M | -51.9% | +5.9% | -57.9% | -54.1% |
| 6M | -61.4% | +11.6% | -73.0% | -65.3% |
| YTD | -66.0% | +26.5% | -92.6% | -77.1% |
| 1Y | -71.4% | +35.4% | -106.8% | -83.4% |
| All | -71.4% | +49.3% | -120.7% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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