-71.6%
OPEN vs DGX
+135.6%
-207.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -11.9% | -1.2% | -10.7% | -11.3% |
| 3M | -28.8% | +19.9% | -48.7% | -35.4% |
| 6M | -38.6% | +19.2% | -57.8% | -44.4% |
| YTD | -47.3% | +37.5% | -84.8% | -56.4% |
| 1Y | -49.2% | +31.3% | -80.5% | -56.7% |
| 3Y | -18.8% | +96.6% | -115.4% | -48.2% |
| 5Y | -83.6% | +64.3% | -147.9% | -89.0% |
| All | -71.6% | +135.6% | -207.2% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling