-86.9%
OPEN vs ELF
+578.1%
-665.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.4% |
| 7D | -21.7% | +7.8% | -29.5% | -24.4% |
| 30D | -36.5% | +9.3% | -45.8% | -38.8% |
| 3M | -59.5% | +21.2% | -80.7% | -62.6% |
| 6M | -71.9% | +96.1% | -168.0% | -78.8% |
| YTD | -75.8% | +57.0% | -132.8% | -80.4% |
| 1Y | -78.5% | +61.9% | -140.4% | -82.8% |
| 3Y | -30.2% | +20.0% | -50.2% | -49.3% |
| 5Y | -93.3% | +284.8% | -378.0% | -97.7% |
| All | -86.9% | +578.1% | -665.1% | -95.3% |
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 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