-52.2%
OPEN vs DTE
+2.7%
-55.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.9% |
| 3M | -37.5% | -7.3% | -30.2% | -36.4% |
| 6M | -44.1% | -7.6% | -36.5% | -43.6% |
| YTD | -52.0% | +5.8% | -57.8% | -67.1% |
| 1Y | -52.2% | +2.3% | -54.6% | -63.1% |
| All | -52.2% | +2.7% | -55.0% | -63.1% |
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