-70.8%
OPEN vs ESI
+263.0%
-333.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -1.8% |
| 7D | -4.3% | +3.3% | -7.6% | -6.9% |
| 30D | -16.2% | -5.9% | -10.4% | -12.3% |
| 3M | -36.4% | -14.1% | -22.3% | -30.3% |
| 6M | -35.5% | +6.6% | -42.0% | -44.0% |
| YTD | -46.0% | +45.0% | -91.0% | -65.6% |
| 1Y | -47.1% | +41.5% | -88.6% | -65.2% |
| 3Y | -19.0% | +78.8% | -97.8% | -57.1% |
| 5Y | -83.6% | +70.9% | -154.5% | -90.6% |
| All | -70.8% | +263.0% | -333.9% | -83.2% |
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