-17.1%
OPEN vs DG
+12.2%
-29.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.4% |
| 7D | -4.3% | +8.4% | -12.7% | -5.6% |
| 30D | -16.2% | +4.9% | -21.2% | -17.0% |
| 3M | -36.4% | +29.3% | -65.7% | -39.3% |
| 6M | -35.5% | -11.3% | -24.2% | -34.7% |
| YTD | -46.0% | +1.8% | -47.7% | -46.4% |
| 1Y | -47.1% | +25.3% | -72.5% | -49.2% |
| All | -17.1% | +12.2% | -29.3% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling