-87.9%
OPEN vs DG
-20.7%
-67.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.2% |
| 7D | -24.7% | +5.2% | -29.9% | -25.5% |
| 30D | -41.0% | +7.9% | -48.9% | -42.0% |
| 3M | -62.4% | +12.7% | -75.1% | -63.5% |
| 6M | -73.9% | +22.4% | -96.3% | -75.4% |
| YTD | -77.5% | +5.4% | -82.9% | -78.0% |
| 1Y | -83.6% | +39.4% | -123.0% | -85.1% |
| 3Y | -37.0% | +24.1% | -61.1% | -45.6% |
| 5Y | -93.3% | -32.2% | -61.1% | -92.2% |
| All | -87.9% | -20.7% | -67.2% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling