-87.0%
OPEN vs ELF
+559.9%
-646.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +5.7% | -27.5% | -24.0% |
| 7D | -22.2% | +4.0% | -26.2% | -23.8% |
| 30D | -38.3% | +10.6% | -48.9% | -40.9% |
| 3M | -59.4% | +25.8% | -85.2% | -63.0% |
| 6M | -74.4% | +89.1% | -163.4% | -80.4% |
| YTD | -76.0% | +52.7% | -128.7% | -80.4% |
| 1Y | -78.7% | +51.7% | -130.4% | -82.5% |
| 3Y | -30.0% | +14.2% | -44.2% | -48.2% |
| 5Y | -93.7% | +270.7% | -364.4% | -97.8% |
| All | -87.0% | +559.9% | -646.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling