-74.4%
OPEN vs ESI
-29.2%
-45.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.9% | -23.7% | -22.1% |
| 7D | -22.2% | -8.5% | -13.7% | -21.1% |
| 30D | -38.3% | -15.7% | -22.7% | -36.4% |
| 3M | -59.4% | -18.2% | -41.1% | -57.9% |
| 6M | -74.4% | -28.8% | -45.5% | -73.8% |
| All | -74.4% | -29.2% | -45.2% | -73.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling