-84.0%
OPEN vs ES
-5.6%
-78.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | -16.2% | -2.0% | -14.3% | -15.2% |
| 3M | -36.4% | +1.7% | -38.0% | -37.7% |
| 6M | -35.5% | -3.5% | -31.9% | -34.7% |
| YTD | -46.0% | +7.9% | -53.9% | -49.7% |
| 1Y | -47.1% | +17.2% | -64.3% | -53.8% |
| 3Y | -19.0% | +29.3% | -48.3% | -36.2% |
| All | -84.0% | -5.6% | -78.4% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling