-87.4%
OPEN vs ES
+6.0%
-93.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.5% |
| 7D | -31.1% | +0.1% | -31.2% | -30.9% |
| 30D | -34.7% | +6.7% | -41.4% | -36.9% |
| 3M | -61.9% | +0.3% | -62.2% | -61.9% |
| 6M | -71.9% | +7.4% | -79.3% | -73.2% |
| YTD | -76.6% | +8.4% | -85.0% | -77.9% |
| 1Y | -83.9% | +0.6% | -84.5% | -84.1% |
| 3Y | -34.4% | +50.6% | -85.0% | -48.5% |
| 5Y | -93.9% | +4.8% | -98.8% | -94.3% |
| All | -87.4% | +6.0% | -93.3% | -88.8% |
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