-41.4%
OPEN vs DTE
+57.1%
-98.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | -15.0% | +3.4% | -18.4% | -17.2% |
| 30D | -40.2% | +8.9% | -49.1% | -43.7% |
| 3M | -67.4% | +1.1% | -68.4% | -67.6% |
| 6M | -74.0% | +0.1% | -74.1% | -74.5% |
| YTD | -79.6% | +11.1% | -90.6% | -82.4% |
| 1Y | -86.1% | +4.9% | -91.0% | -87.2% |
| 3Y | -41.4% | +58.6% | -99.9% | -69.0% |
| All | -41.4% | +57.1% | -98.5% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling