-87.0%
OPEN vs ESI
+216.1%
-303.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.9% | -23.7% | -23.3% |
| 7D | -22.2% | -8.5% | -13.7% | -17.3% |
| 30D | -38.3% | -15.7% | -22.7% | -30.8% |
| 3M | -59.4% | -18.2% | -41.1% | -53.6% |
| 6M | -74.4% | -28.8% | -45.5% | -68.5% |
| YTD | -76.0% | +26.3% | -102.2% | -83.4% |
| 1Y | -78.7% | +18.2% | -96.9% | -84.2% |
| 3Y | -30.0% | +68.1% | -98.1% | -62.5% |
| 5Y | -93.7% | +28.8% | -122.5% | -96.0% |
| All | -87.0% | +216.1% | -303.1% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling