-87.9%
OPEN vs DD
+169.1%
-257.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -8.0% |
| 7D | -24.7% | +2.2% | -26.9% | -26.4% |
| 30D | -41.0% | +20.7% | -61.7% | -50.1% |
| 3M | -62.4% | +11.3% | -73.7% | -65.9% |
| 6M | -73.9% | +6.0% | -79.8% | -75.6% |
| YTD | -77.5% | +31.7% | -109.2% | -82.9% |
| 1Y | -83.6% | +32.2% | -115.8% | -87.5% |
| 3Y | -37.0% | +92.7% | -129.7% | -64.9% |
| 5Y | -93.3% | +72.1% | -165.4% | -96.0% |
| All | -87.9% | +169.1% | -257.0% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling