-86.1%
OPEN vs DD
+27.9%
-114.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -15.0% | +5.0% | -20.0% | -17.3% |
| 30D | -40.2% | +19.7% | -59.9% | -46.8% |
| 3M | -67.4% | +7.2% | -74.6% | -68.9% |
| 6M | -74.0% | +1.0% | -75.1% | -74.3% |
| YTD | -79.6% | +29.1% | -108.7% | -85.8% |
| 1Y | -86.1% | +28.5% | -114.6% | -90.2% |
| All | -86.1% | +27.9% | -114.0% | -90.2% |
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