-89.0%
OPEN vs ES
+7.7%
-96.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -4.1% |
| 7D | -15.0% | +2.7% | -17.7% | -16.3% |
| 30D | -40.2% | +7.6% | -47.8% | -42.5% |
| 3M | -67.4% | +0.5% | -67.9% | -67.5% |
| 6M | -74.0% | +7.6% | -81.6% | -75.3% |
| YTD | -79.6% | +10.2% | -89.8% | -80.9% |
| 1Y | -86.1% | +1.8% | -87.9% | -86.4% |
| 3Y | -41.4% | +55.4% | -96.8% | -54.8% |
| 5Y | -94.9% | +7.3% | -102.2% | -95.2% |
| All | -89.0% | +7.7% | -96.7% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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