-71.4%
OPEN vs DTE
+5.6%
-77.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.4% | +11.4% | +13.1% |
| 7D | +3.7% | +4.2% | -0.6% | +2.7% |
| 30D | -14.3% | +10.0% | -24.3% | -15.8% |
| 3M | -51.9% | -2.1% | -49.9% | -51.9% |
| 6M | -61.4% | -4.7% | -56.7% | -61.6% |
| YTD | -66.0% | +9.3% | -75.3% | -76.4% |
| 1Y | -71.4% | +6.6% | -78.0% | -78.0% |
| All | -71.4% | +5.6% | -77.0% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling