-84.0%
OPEN vs ELF
+259.0%
-343.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | -4.3% | +5.4% | -9.6% | -6.4% |
| 30D | -16.2% | +27.0% | -43.2% | -24.7% |
| 3M | -36.4% | +113.2% | -149.6% | -54.2% |
| 6M | -35.5% | +36.6% | -72.0% | -44.8% |
| YTD | -46.0% | +44.2% | -90.2% | -55.3% |
| 1Y | -47.1% | -18.0% | -29.2% | -46.2% |
| 3Y | -19.0% | -19.9% | +0.9% | -32.1% |
| All | -84.0% | +259.0% | -343.0% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling