-88.6%
OPEN vs DG
-22.2%
-66.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.5% | -8.9% |
| 7D | -31.0% | -2.5% | -28.5% | -30.3% |
| 30D | -41.5% | +7.7% | -49.2% | -42.4% |
| 3M | -64.6% | +13.1% | -77.7% | -65.7% |
| 6M | -73.8% | +32.0% | -105.8% | -75.8% |
| YTD | -78.8% | +3.3% | -82.2% | -79.1% |
| 1Y | -86.8% | +31.7% | -118.5% | -87.9% |
| 3Y | -40.6% | +21.7% | -62.3% | -48.4% |
| 5Y | -94.7% | -34.7% | -59.9% | -93.7% |
| All | -88.6% | -22.2% | -66.3% | -87.3% |
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