-86.9%
OPEN vs EIX
+38.5%
-125.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | -21.7% | +0.7% | -22.4% | -21.5% |
| 30D | -36.5% | +8.8% | -45.2% | -38.7% |
| 3M | -59.5% | -10.9% | -48.6% | -58.2% |
| 6M | -71.9% | -10.3% | -61.6% | -71.4% |
| YTD | -75.8% | +5.8% | -81.7% | -78.1% |
| 1Y | -78.5% | +11.4% | -89.9% | -81.1% |
| 3Y | -30.2% | +11.1% | -41.3% | -38.1% |
| 5Y | -93.3% | +18.5% | -111.8% | -93.9% |
| All | -86.9% | +38.5% | -125.4% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling