-87.4%
OPEN vs EFV
+157.3%
-244.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -31.1% | -1.0% | -30.1% | -29.2% |
| 30D | -34.7% | +3.1% | -37.8% | -37.2% |
| 3M | -61.9% | -1.2% | -60.6% | -60.3% |
| 6M | -71.9% | +5.6% | -77.5% | -74.0% |
| YTD | -76.6% | +15.8% | -92.4% | -81.8% |
| 1Y | -83.9% | +20.0% | -103.9% | -88.2% |
| 3Y | -34.4% | +91.0% | -125.3% | -77.6% |
| 5Y | -93.9% | +93.7% | -187.6% | -97.9% |
| All | -87.4% | +157.3% | -244.6% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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