-18.7%
OPEN vs DGX
+96.8%
-115.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | -13.8% | -0.9% | -12.9% | -13.6% |
| 3M | -30.9% | +15.6% | -46.5% | -33.2% |
| 6M | -40.9% | +17.8% | -58.7% | -43.3% |
| YTD | -48.5% | +37.5% | -86.0% | -53.7% |
| 1Y | -50.9% | +31.2% | -82.1% | -54.9% |
| All | -18.7% | +96.8% | -115.5% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling