-82.3%
OPEN vs EL
+30.3%
-112.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.6% |
| 7D | -21.7% | +8.0% | -29.7% | -24.5% |
| 30D | -36.5% | +15.4% | -51.9% | -40.4% |
| 3M | -59.5% | +28.5% | -88.1% | -63.8% |
| 6M | -71.9% | +32.2% | -104.1% | -75.1% |
| YTD | -75.8% | +9.2% | -85.0% | -78.6% |
| All | -82.3% | +30.3% | -112.6% | -87.9% |
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