-71.4%
OPEN vs EIX
+18.9%
-90.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +3.1% | +10.7% | +13.4% |
| 7D | +3.7% | +4.5% | -0.8% | +3.1% |
| 30D | -14.3% | +15.2% | -29.5% | -15.6% |
| 3M | -51.9% | -11.6% | -40.3% | -51.3% |
| 6M | -61.4% | -8.4% | -53.0% | -61.6% |
| YTD | -66.0% | +8.2% | -74.2% | -74.3% |
| 1Y | -71.4% | +16.6% | -88.0% | -82.2% |
| All | -71.4% | +18.9% | -90.3% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling