-71.1%
OPEN vs ELF
+93.6%
-164.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +5.7% | -27.5% | -24.4% |
| 7D | -22.2% | +4.0% | -26.2% | -24.0% |
| 30D | -38.3% | +10.6% | -48.9% | -41.1% |
| 3M | -59.4% | +25.8% | -85.2% | -63.3% |
| All | -71.1% | +93.6% | -164.7% | -78.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling