-74.4%
OPEN vs EL
+32.3%
-106.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.2% | -24.0% | -23.1% |
| 7D | -22.2% | +0.8% | -23.0% | -22.7% |
| 30D | -38.3% | +16.5% | -54.9% | -42.7% |
| 3M | -59.4% | +29.2% | -88.5% | -63.9% |
| 6M | -74.4% | +27.9% | -102.3% | -77.3% |
| All | -74.4% | +32.3% | -106.7% | -77.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling