-72.2%
OPEN vs DG
-28.4%
-43.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.6% |
| 7D | -2.9% | -4.8% | +1.9% | -1.6% |
| 30D | -13.8% | +1.8% | -15.5% | -14.3% |
| 3M | -30.9% | +14.5% | -45.3% | -33.9% |
| 6M | -40.9% | -13.6% | -27.4% | -38.9% |
| YTD | -48.5% | -4.8% | -43.7% | -48.2% |
| 1Y | -50.9% | +21.6% | -72.5% | -54.1% |
| 3Y | -20.6% | +4.5% | -25.1% | -27.2% |
| 5Y | -84.2% | -38.5% | -45.7% | -81.2% |
| All | -72.2% | -28.4% | -43.8% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling