-70.8%
OPEN vs ELV
+68.0%
-138.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | -4.3% | +3.3% | -7.6% | -4.7% |
| 30D | -16.2% | +4.2% | -20.4% | -16.7% |
| 3M | -36.4% | -0.1% | -36.3% | -36.6% |
| 6M | -35.5% | +41.3% | -76.7% | -39.1% |
| YTD | -46.0% | +17.4% | -63.4% | -47.7% |
| 1Y | -47.1% | +35.1% | -82.2% | -49.9% |
| 3Y | -19.0% | -3.2% | -15.8% | -17.3% |
| 5Y | -83.6% | +15.6% | -99.2% | -82.8% |
| All | -70.8% | +68.0% | -138.9% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling