-37.0%
OPEN vs ES
+46.6%
-83.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | -24.7% | +0.9% | -25.6% | -24.7% |
| 30D | -41.0% | +5.9% | -46.9% | -43.1% |
| 3M | -62.4% | -1.0% | -61.3% | -62.0% |
| 6M | -73.9% | +7.2% | -81.0% | -75.4% |
| YTD | -77.5% | +7.0% | -84.5% | -79.0% |
| 1Y | -83.6% | +0.5% | -84.0% | -83.8% |
| 3Y | -37.0% | +48.7% | -85.7% | -60.4% |
| All | -37.0% | +46.6% | -83.6% | -60.4% |
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