-17.1%
OPEN vs ESI
+81.9%
-99.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -1.6% |
| 7D | -4.3% | +3.3% | -7.6% | -6.6% |
| 30D | -16.2% | -5.9% | -10.4% | -12.6% |
| 3M | -36.4% | -14.1% | -22.3% | -30.9% |
| 6M | -35.5% | +6.6% | -42.0% | -44.5% |
| YTD | -46.0% | +45.0% | -91.0% | -66.5% |
| 1Y | -47.1% | +41.5% | -88.6% | -66.0% |
| All | -17.1% | +81.9% | -99.0% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling