-85.1%
OPEN vs DGX
+59.5%
-144.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.8% | -5.7% |
| 7D | -10.5% | -3.5% | -7.1% | -8.8% |
| 30D | -21.8% | -2.7% | -19.1% | -20.5% |
| 3M | -37.5% | +13.9% | -51.4% | -42.4% |
| 6M | -44.1% | +16.0% | -60.1% | -49.4% |
| YTD | -52.0% | +34.9% | -86.9% | -61.2% |
| 1Y | -52.2% | +30.6% | -82.8% | -60.4% |
| 3Y | -25.9% | +93.0% | -118.9% | -57.9% |
| 5Y | -85.1% | +64.4% | -149.5% | -91.4% |
| All | -85.1% | +59.5% | -144.5% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling