-87.0%
OPEN vs ED
+97.7%
-184.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.4% | -19.4% | -21.9% |
| 7D | -22.2% | +1.6% | -23.9% | -22.1% |
| 30D | -38.3% | +13.3% | -51.6% | -37.6% |
| 3M | -59.4% | +9.7% | -69.1% | -59.0% |
| 6M | -74.4% | +12.8% | -87.1% | -74.1% |
| YTD | -76.0% | +22.3% | -98.3% | -75.8% |
| 1Y | -78.7% | +26.3% | -105.0% | -78.5% |
| 3Y | -30.0% | +45.0% | -75.0% | -31.0% |
| 5Y | -93.7% | +80.2% | -173.9% | -92.7% |
| All | -87.0% | +97.7% | -184.7% | -84.0% |
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