-49.8%
OPEN vs DG
+21.0%
-70.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.5% |
| 7D | +1.0% | -2.5% | +3.4% | +1.7% |
| 30D | -11.9% | +1.0% | -12.9% | -12.3% |
| 3M | -28.8% | +20.3% | -49.1% | -33.3% |
| 6M | -38.6% | -11.7% | -26.9% | -36.6% |
| YTD | -47.3% | -2.3% | -45.0% | -47.1% |
| All | -49.8% | +21.0% | -70.8% | -52.3% |
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 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