-74.2%
OPEN vs EQX
+20.3%
-94.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -11.4% | -3.2% | -8.2% | -10.5% |
| 30D | -20.1% | +7.8% | -27.8% | -21.8% |
| 3M | -37.6% | +21.3% | -58.9% | -41.4% |
| 6M | -47.1% | -22.4% | -24.6% | -44.2% |
| YTD | -52.1% | -11.3% | -40.8% | -52.2% |
| 1Y | -73.5% | +13.5% | -87.0% | -75.6% |
| 3Y | -24.4% | +162.1% | -186.5% | -47.3% |
| 5Y | -85.1% | +84.2% | -169.3% | -89.1% |
| All | -74.2% | +20.3% | -94.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling