-87.0%
OPEN vs EL
-38.3%
-48.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.2% | -24.0% | -23.1% |
| 7D | -22.2% | +0.8% | -23.0% | -22.6% |
| 30D | -38.3% | +16.5% | -54.9% | -43.5% |
| 3M | -59.4% | +29.2% | -88.5% | -65.1% |
| 6M | -74.4% | +27.9% | -102.3% | -78.0% |
| YTD | -76.0% | +6.2% | -82.2% | -77.7% |
| 1Y | -78.7% | +27.2% | -105.8% | -82.2% |
| 3Y | -30.0% | +3.2% | -33.2% | -40.9% |
| 5Y | -93.7% | -66.0% | -27.7% | -87.9% |
| All | -87.0% | -38.3% | -48.8% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling