-41.4%
OPEN vs ED
+50.2%
-91.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.5% |
| 7D | -15.0% | +2.1% | -17.1% | -14.8% |
| 30D | -40.2% | +10.4% | -50.6% | -39.1% |
| 3M | -67.4% | +12.5% | -79.9% | -66.6% |
| 6M | -74.0% | +14.9% | -88.9% | -73.3% |
| YTD | -79.6% | +24.8% | -104.4% | -79.3% |
| 1Y | -86.1% | +23.8% | -109.9% | -85.9% |
| 3Y | -41.4% | +51.6% | -93.0% | -55.5% |
| All | -41.4% | +50.2% | -91.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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