-72.2%
OPEN vs EL
-44.6%
-27.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.6% |
| 7D | -2.9% | -2.4% | -0.6% | -1.6% |
| 30D | -13.8% | +13.7% | -27.5% | -20.4% |
| 3M | -30.9% | +14.5% | -45.4% | -36.3% |
| 6M | -40.9% | +7.4% | -48.3% | -44.9% |
| YTD | -48.5% | -4.7% | -43.8% | -49.2% |
| 1Y | -50.9% | +12.9% | -63.8% | -56.6% |
| 3Y | -20.6% | -32.2% | +11.6% | -8.9% |
| 5Y | -84.2% | -68.4% | -15.8% | -67.9% |
| All | -72.2% | -44.6% | -27.6% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling