-87.4%
OPEN vs ED
+98.7%
-186.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | -31.1% | -0.9% | -30.1% | -31.1% |
| 30D | -34.7% | +11.2% | -45.9% | -34.1% |
| 3M | -61.9% | +11.8% | -73.7% | -61.5% |
| 6M | -71.9% | +14.1% | -85.9% | -71.5% |
| YTD | -76.6% | +23.0% | -99.5% | -76.4% |
| 1Y | -83.9% | +23.7% | -107.6% | -83.8% |
| 3Y | -34.4% | +47.7% | -82.1% | -35.3% |
| 5Y | -93.9% | +82.6% | -176.6% | -93.0% |
| All | -87.4% | +98.7% | -186.1% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling