-74.2%
OPEN vs DGX
+135.1%
-209.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.1% |
| 7D | -11.4% | -0.9% | -10.5% | -11.0% |
| 30D | -20.1% | -1.2% | -18.9% | -19.5% |
| 3M | -37.6% | +15.8% | -53.4% | -42.3% |
| 6M | -47.1% | +18.2% | -65.2% | -51.8% |
| YTD | -52.1% | +37.2% | -89.3% | -60.4% |
| 1Y | -73.5% | +30.4% | -103.8% | -77.4% |
| 3Y | -24.4% | +96.7% | -121.1% | -51.8% |
| 5Y | -85.1% | +67.2% | -152.3% | -90.0% |
| All | -74.2% | +135.1% | -209.3% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling