-50.9%
OPEN vs ELF
-27.0%
-23.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.6% |
| 7D | -2.9% | -6.8% | +3.9% | -0.1% |
| 30D | -13.8% | +5.1% | -18.9% | -15.8% |
| 3M | -30.9% | +79.8% | -110.6% | -46.9% |
| 6M | -40.9% | +29.7% | -70.7% | -47.9% |
| YTD | -48.5% | +31.6% | -80.2% | -55.6% |
| 1Y | -50.9% | -27.9% | -23.0% | -42.4% |
| All | -50.9% | -27.0% | -23.9% | -42.4% |
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