-70.8%
OPEN vs DTE
+83.4%
-154.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +1.0% |
| 7D | -4.3% | +0.2% | -4.4% | -4.3% |
| 30D | -16.2% | -2.6% | -13.7% | -15.3% |
| 3M | -36.4% | -3.9% | -32.5% | -35.7% |
| 6M | -35.5% | -7.9% | -27.5% | -33.8% |
| YTD | -46.0% | +7.2% | -53.1% | -48.8% |
| 1Y | -47.1% | +3.1% | -50.2% | -48.5% |
| 3Y | -19.0% | +47.6% | -66.6% | -31.6% |
| 5Y | -83.6% | +32.7% | -116.3% | -85.4% |
| All | -70.8% | +83.4% | -154.3% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling