-70.8%
OPEN vs EL
-41.7%
-29.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | -1.1% |
| 7D | -4.3% | +0.8% | -5.1% | -4.7% |
| 30D | -16.2% | +19.8% | -36.1% | -24.9% |
| 3M | -36.4% | +25.7% | -62.1% | -44.5% |
| 6M | -35.5% | +5.4% | -40.9% | -39.1% |
| YTD | -46.0% | +0.2% | -46.2% | -48.2% |
| 1Y | -47.1% | +20.4% | -67.6% | -55.0% |
| 3Y | -19.0% | -32.1% | +13.1% | -5.8% |
| 5Y | -83.6% | -67.2% | -16.4% | -67.5% |
| All | -70.8% | -41.7% | -29.1% | -50.4% |
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 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