-84.3%
OPEN vs DTE
+30.3%
-114.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.6% |
| 7D | -11.4% | -2.6% | -8.9% | -9.8% |
| 30D | -20.1% | -4.4% | -15.7% | -17.5% |
| 3M | -37.6% | -8.3% | -29.2% | -34.2% |
| 6M | -47.1% | -8.1% | -39.0% | -44.9% |
| YTD | -52.1% | +4.4% | -56.6% | -55.5% |
| 1Y | -73.5% | +0.2% | -73.7% | -74.3% |
| 3Y | -24.4% | +42.6% | -67.0% | -44.8% |
| All | -84.3% | +30.3% | -114.6% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling