-65.8%
OPEN vs ES
+5.8%
-71.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.1% | -11.7% | -9.5% |
| 7D | -5.8% | +5.9% | -11.7% | -5.7% |
| 30D | -21.1% | +10.2% | -31.4% | -20.9% |
| 3M | -52.4% | +0.4% | -52.8% | -52.7% |
| 6M | -65.8% | +6.9% | -72.6% | -66.2% |
| All | -65.8% | +5.8% | -71.6% | -66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling