-71.4%
OPEN vs EL
+25.6%
-97.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +6.3% | +7.5% | +10.6% |
| 7D | +3.7% | +2.5% | +1.2% | +2.4% |
| 30D | -14.3% | +20.1% | -34.4% | -21.2% |
| 3M | -51.9% | +29.3% | -81.2% | -57.3% |
| 6M | -61.4% | +38.8% | -100.2% | -66.9% |
| YTD | -66.0% | +8.1% | -74.1% | -69.9% |
| 1Y | -71.4% | +22.3% | -93.7% | -79.7% |
| All | -71.4% | +25.6% | -97.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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