-83.6%
OPEN vs ESI
+18.3%
-101.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.8% |
| 7D | -24.7% | -6.6% | -18.1% | -22.9% |
| 30D | -41.0% | -9.8% | -31.2% | -38.9% |
| 3M | -62.4% | -11.9% | -50.4% | -60.7% |
| 6M | -73.9% | -25.1% | -48.8% | -71.2% |
| YTD | -77.5% | +31.9% | -109.4% | -85.8% |
| 1Y | -83.6% | +19.2% | -102.8% | -87.7% |
| All | -83.6% | +18.3% | -101.9% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling