-71.4%
OPEN vs ELF
-3.2%
-68.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.9% | +11.9% | +13.0% |
| 7D | +3.7% | -1.5% | +5.2% | +4.4% |
| 30D | -14.3% | +9.5% | -23.8% | -17.0% |
| 3M | -51.9% | +29.4% | -81.3% | -56.5% |
| 6M | -61.4% | +83.7% | -145.1% | -69.6% |
| YTD | -66.0% | +49.4% | -115.5% | -71.2% |
| 1Y | -71.4% | -3.9% | -67.4% | -71.3% |
| All | -71.4% | -3.2% | -68.1% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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