-74.1%
OPEN vs ELF
+444.1%
-518.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -5.0% |
| 7D | -10.5% | -10.8% | +0.3% | -6.4% |
| 30D | -21.8% | +0.8% | -22.6% | -22.1% |
| 3M | -37.5% | +64.8% | -102.3% | -49.0% |
| 6M | -44.1% | +19.0% | -63.1% | -48.9% |
| YTD | -52.0% | +25.9% | -77.9% | -57.5% |
| 1Y | -52.2% | -28.8% | -23.4% | -48.6% |
| 3Y | -25.9% | -29.6% | +3.7% | -31.9% |
| 5Y | -85.1% | +216.2% | -301.3% | -94.4% |
| All | -74.1% | +444.1% | -518.2% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling