-30.0%
OPEN vs ES
+46.3%
-76.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.9% | -18.9% | -19.8% |
| 7D | -22.2% | +1.9% | -24.1% | -22.7% |
| 30D | -38.3% | +7.1% | -45.4% | -40.9% |
| 3M | -59.4% | -1.9% | -57.4% | -58.7% |
| 6M | -74.4% | +4.4% | -78.7% | -75.4% |
| YTD | -76.0% | +7.3% | -83.3% | -77.6% |
| 1Y | -78.7% | +2.1% | -80.8% | -79.3% |
| 3Y | -30.0% | +41.8% | -71.8% | -53.4% |
| All | -30.0% | +46.3% | -76.3% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling