-86.8%
OPEN vs ES
+1.3%
-88.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -10.0% |
| 7D | -31.0% | -1.1% | -29.9% | -30.3% |
| 30D | -41.5% | +8.2% | -49.7% | -43.6% |
| 3M | -64.6% | +0.6% | -65.2% | -64.6% |
| 6M | -73.8% | +6.0% | -79.8% | -75.0% |
| YTD | -78.8% | +9.3% | -88.1% | -80.9% |
| 1Y | -86.8% | +1.1% | -87.9% | -86.9% |
| All | -86.8% | +1.3% | -88.1% | -86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling