-83.4%
OPEN vs ES
+8.0%
-91.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.1% | -11.7% | -10.7% |
| 7D | -5.8% | +5.9% | -11.7% | -8.8% |
| 30D | -21.1% | +10.2% | -31.4% | -25.5% |
| 3M | -52.4% | +0.4% | -52.8% | -52.6% |
| 6M | -65.8% | +6.9% | -72.6% | -67.4% |
| YTD | -69.3% | +10.5% | -79.8% | -71.4% |
| 1Y | -75.2% | +3.2% | -78.4% | -76.0% |
| 3Y | -14.4% | +49.0% | -63.4% | -33.0% |
| 5Y | -92.0% | +4.5% | -96.4% | -92.6% |
| All | -83.4% | +8.0% | -91.5% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling