-74.1%
OPEN vs ELV
+72.5%
-146.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.4% | -12.1% | -7.4% |
| 7D | -10.5% | +0.9% | -11.4% | -10.7% |
| 30D | -21.8% | +7.2% | -29.0% | -22.6% |
| 3M | -37.5% | +3.4% | -40.9% | -38.0% |
| 6M | -44.1% | +48.6% | -92.7% | -47.7% |
| YTD | -52.0% | +20.6% | -72.5% | -53.7% |
| 1Y | -52.2% | +38.5% | -90.7% | -54.9% |
| 3Y | -25.9% | -2.4% | -23.5% | -24.4% |
| 5Y | -85.1% | +25.3% | -110.4% | -84.3% |
| All | -74.1% | +72.5% | -146.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling