-88.6%
OPEN vs EIX
+38.1%
-126.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.1% | -9.6% | -9.6% |
| 7D | -31.0% | -1.5% | -29.5% | -30.3% |
| 30D | -41.5% | +8.1% | -49.6% | -43.4% |
| 3M | -64.6% | -12.1% | -52.5% | -63.2% |
| 6M | -73.8% | -13.4% | -60.4% | -72.7% |
| YTD | -78.8% | +5.6% | -84.4% | -80.8% |
| 1Y | -86.8% | +7.8% | -94.7% | -88.2% |
| 3Y | -40.6% | +9.8% | -50.4% | -47.1% |
| 5Y | -94.7% | +18.8% | -113.5% | -95.1% |
| All | -88.6% | +38.1% | -126.7% | -89.4% |
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