-70.8%
OPEN vs ED
+78.9%
-149.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.5% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -16.2% | -0.1% | -16.1% | -16.2% |
| 3M | -36.4% | +3.9% | -40.3% | -36.2% |
| 6M | -35.5% | -3.0% | -32.4% | -35.4% |
| YTD | -46.0% | +10.7% | -56.7% | -46.1% |
| 1Y | -47.1% | +13.3% | -60.5% | -47.3% |
| 3Y | -19.0% | +34.5% | -53.5% | -20.8% |
| 5Y | -83.6% | +67.1% | -150.7% | -80.7% |
| All | -70.8% | +78.9% | -149.7% | -64.4% |
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