-87.4%
OPEN vs DD
+166.9%
-254.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.9% |
| 7D | -31.1% | +3.2% | -34.3% | -33.1% |
| 30D | -34.7% | +20.3% | -55.0% | -44.6% |
| 3M | -61.9% | +8.2% | -70.0% | -64.7% |
| 6M | -71.9% | +3.4% | -75.3% | -73.2% |
| YTD | -76.6% | +30.6% | -107.2% | -82.1% |
| 1Y | -83.9% | +30.6% | -114.6% | -87.6% |
| 3Y | -34.4% | +91.1% | -125.5% | -63.2% |
| 5Y | -93.9% | +68.6% | -162.5% | -96.4% |
| All | -87.4% | +166.9% | -254.3% | -92.9% |
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