-86.9%
OPEN vs ESTC
+2.6%
-89.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.1% | -2.3% |
| 7D | -21.7% | -1.2% | -20.5% | -21.4% |
| 30D | -36.5% | -8.1% | -28.4% | -33.4% |
| 3M | -59.5% | +20.2% | -79.7% | -65.5% |
| 6M | -71.9% | +72.7% | -144.6% | -81.4% |
| YTD | -75.8% | +19.6% | -95.5% | -80.5% |
| 1Y | -78.5% | +0.3% | -78.8% | -80.9% |
| 3Y | -30.2% | +22.8% | -53.0% | -58.3% |
| 5Y | -93.3% | -50.9% | -42.4% | -92.8% |
| All | -86.9% | +2.6% | -89.6% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling