-84.0%
OPEN vs DD
+61.3%
-145.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -4.3% | -3.5% | -0.7% | -0.9% |
| 30D | -16.2% | -10.3% | -5.9% | -6.9% |
| 3M | -36.4% | -7.5% | -28.8% | -31.7% |
| 6M | -35.5% | -8.0% | -27.4% | -31.8% |
| YTD | -46.0% | +10.5% | -56.4% | -53.0% |
| 1Y | -47.1% | +38.3% | -85.4% | -63.8% |
| 3Y | -19.0% | +42.5% | -61.5% | -45.4% |
| All | -84.0% | +61.3% | -145.3% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling