-72.2%
OPEN vs DD
+119.4%
-191.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.1% |
| 7D | -2.9% | -3.8% | +0.9% | +0.2% |
| 30D | -13.8% | -9.2% | -4.6% | -6.4% |
| 3M | -30.9% | -9.0% | -21.9% | -25.5% |
| 6M | -40.9% | -5.0% | -36.0% | -39.6% |
| YTD | -48.5% | +7.4% | -55.9% | -53.0% |
| 1Y | -50.9% | +35.1% | -86.0% | -63.5% |
| 3Y | -20.6% | +43.2% | -63.8% | -42.7% |
| 5Y | -84.2% | +59.6% | -143.8% | -89.2% |
| All | -72.2% | +119.4% | -191.6% | -81.5% |
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