-41.4%
OPEN vs ELF
+24.2%
-65.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.6% | -5.0% |
| 7D | -15.0% | +1.6% | -16.6% | -15.4% |
| 30D | -40.2% | +9.1% | -49.3% | -42.0% |
| 3M | -67.4% | +28.2% | -95.6% | -70.2% |
| 6M | -74.0% | +119.5% | -193.6% | -80.4% |
| YTD | -79.6% | +55.2% | -134.7% | -82.9% |
| 1Y | -86.1% | +58.6% | -144.7% | -88.5% |
| 3Y | -41.4% | +21.3% | -62.7% | -73.3% |
| All | -41.4% | +24.2% | -65.6% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling