-86.1%
OPEN vs EL
+23.3%
-109.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -4.2% |
| 7D | -15.0% | +1.5% | -16.5% | -15.6% |
| 30D | -40.2% | +10.0% | -50.2% | -42.5% |
| 3M | -67.4% | +28.4% | -95.8% | -70.6% |
| 6M | -74.0% | +37.1% | -111.1% | -77.2% |
| YTD | -79.6% | +7.8% | -87.4% | -81.7% |
| 1Y | -86.1% | +26.0% | -112.1% | -89.4% |
| All | -86.1% | +23.3% | -109.4% | -89.4% |
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 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