-70.8%
OPEN vs EFV
+165.0%
-235.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.9% |
| 7D | -4.3% | +1.5% | -5.7% | -6.7% |
| 30D | -16.2% | +1.7% | -18.0% | -18.6% |
| 3M | -36.4% | +8.6% | -45.0% | -44.7% |
| 6M | -35.5% | +11.7% | -47.1% | -47.1% |
| YTD | -46.0% | +19.3% | -65.2% | -60.7% |
| 1Y | -47.1% | +30.2% | -77.4% | -66.7% |
| 3Y | -19.0% | +91.6% | -110.6% | -72.8% |
| 5Y | -83.6% | +96.4% | -180.0% | -94.7% |
| All | -70.8% | +165.0% | -235.8% | -91.6% |
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