-84.0%
OPEN vs DOC
-24.5%
-59.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +2.6% |
| 7D | -4.3% | -1.5% | -2.8% | -2.7% |
| 30D | -16.2% | -4.8% | -11.5% | -11.5% |
| 3M | -36.4% | +6.9% | -43.2% | -41.8% |
| 6M | -35.5% | +20.7% | -56.2% | -50.5% |
| YTD | -46.0% | +34.1% | -80.1% | -64.7% |
| 1Y | -47.1% | +22.6% | -69.8% | -61.3% |
| 3Y | -19.0% | +20.8% | -39.9% | -39.7% |
| All | -84.0% | -24.5% | -59.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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