-74.1%
OPEN vs DTE
+81.1%
-155.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.1% |
| 7D | -10.5% | -2.0% | -8.6% | -9.7% |
| 30D | -21.8% | -2.4% | -19.4% | -21.0% |
| 3M | -37.5% | -7.3% | -30.2% | -35.7% |
| 6M | -44.1% | -7.6% | -36.5% | -42.7% |
| YTD | -52.0% | +5.8% | -57.8% | -54.2% |
| 1Y | -52.2% | +2.3% | -54.6% | -53.3% |
| 3Y | -25.9% | +45.0% | -70.9% | -37.0% |
| 5Y | -85.1% | +33.2% | -118.3% | -86.5% |
| All | -74.1% | +81.1% | -155.2% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling