-71.4%
OPEN vs DGX
+45.0%
-116.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +3.5% | +10.3% | +13.5% |
| 7D | +3.7% | +4.1% | -0.4% | +3.5% |
| 30D | -14.3% | +10.5% | -24.8% | -14.2% |
| 3M | -51.9% | +9.8% | -61.7% | -51.9% |
| 6M | -61.4% | +34.6% | -96.0% | -60.8% |
| YTD | -66.0% | +49.8% | -115.9% | -68.9% |
| 1Y | -71.4% | +46.0% | -117.4% | -73.5% |
| All | -71.4% | +45.0% | -116.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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