-70.8%
OPEN vs DD
+125.7%
-196.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -4.3% | -3.5% | -0.7% | -1.3% |
| 30D | -16.2% | -10.3% | -5.9% | -8.1% |
| 3M | -36.4% | -7.5% | -28.8% | -32.2% |
| 6M | -35.5% | -8.0% | -27.4% | -32.1% |
| YTD | -46.0% | +10.5% | -56.4% | -51.8% |
| 1Y | -47.1% | +38.3% | -85.4% | -61.4% |
| 3Y | -19.0% | +42.5% | -61.5% | -41.4% |
| 5Y | -83.6% | +60.2% | -143.7% | -88.9% |
| All | -70.8% | +125.7% | -196.5% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling