-93.6%
OPEN vs DD
+58.5%
-152.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.1% | -22.9% | -22.9% |
| 7D | -22.2% | +4.6% | -26.8% | -26.7% |
| 30D | -38.3% | +11.8% | -50.1% | -45.6% |
| 3M | -59.4% | +2.2% | -61.5% | -60.7% |
| 6M | -74.4% | -1.6% | -72.7% | -74.7% |
| YTD | -76.0% | +23.0% | -99.0% | -81.8% |
| 1Y | -78.7% | +26.9% | -105.6% | -84.3% |
| 3Y | -30.0% | +77.9% | -107.9% | -65.5% |
| All | -93.6% | +58.5% | -152.1% | -96.4% |
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 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