-41.4%
OPEN vs DRI
+68.2%
-109.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | -15.0% | +1.1% | -16.1% | -15.5% |
| 30D | -40.2% | +9.7% | -49.9% | -42.7% |
| 3M | -67.4% | +3.2% | -70.6% | -67.8% |
| 6M | -74.0% | +20.6% | -94.6% | -76.8% |
| YTD | -79.6% | +28.3% | -107.8% | -82.7% |
| 1Y | -86.1% | +34.5% | -120.6% | -88.6% |
| 3Y | -41.4% | +66.5% | -107.9% | -65.8% |
| All | -41.4% | +68.2% | -109.6% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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