-70.8%
OPEN vs ESTC
+4.4%
-75.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +3.4% |
| 7D | -4.3% | -8.1% | +3.9% | +0.6% |
| 30D | -16.2% | +31.7% | -47.9% | -32.1% |
| 3M | -36.4% | +41.1% | -77.4% | -50.9% |
| 6M | -35.5% | +77.1% | -112.5% | -58.0% |
| YTD | -46.0% | +21.7% | -67.7% | -56.4% |
| 1Y | -47.1% | +8.4% | -55.5% | -55.8% |
| 3Y | -19.0% | +23.6% | -42.6% | -52.7% |
| 5Y | -83.6% | -46.5% | -37.1% | -83.2% |
| All | -70.8% | +4.4% | -75.3% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling