-71.4%
OPEN vs DG
+45.3%
-116.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +8.5% | +5.3% | +9.7% |
| 7D | +3.7% | +12.3% | -8.6% | -1.5% |
| 30D | -14.3% | +19.3% | -33.6% | -20.5% |
| 3M | -51.9% | +11.9% | -63.8% | -54.3% |
| 6M | -61.4% | +25.0% | -86.4% | -65.4% |
| YTD | -66.0% | +8.7% | -74.8% | -67.8% |
| 1Y | -71.4% | +44.7% | -116.1% | -81.0% |
| All | -71.4% | +45.3% | -116.6% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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