-86.9%
OPEN vs ENB
+123.9%
-210.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | -21.7% | -3.7% | -18.0% | -19.2% |
| 30D | -36.5% | +1.7% | -38.2% | -37.1% |
| 3M | -59.5% | -6.3% | -53.2% | -57.8% |
| 6M | -71.9% | -9.2% | -62.7% | -70.2% |
| YTD | -75.8% | +3.1% | -78.9% | -77.1% |
| 1Y | -78.5% | +3.4% | -81.9% | -79.8% |
| 3Y | -30.2% | +68.9% | -99.1% | -58.3% |
| 5Y | -93.3% | +51.7% | -145.0% | -95.3% |
| All | -86.9% | +123.9% | -210.9% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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