-87.0%
OPEN vs ESTC
-2.1%
-84.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.2% | -24.0% | -23.2% |
| 7D | -22.2% | -11.5% | -10.7% | -16.4% |
| 30D | -38.3% | -7.5% | -30.8% | -35.6% |
| 3M | -59.4% | +23.1% | -82.4% | -66.0% |
| 6M | -74.4% | +75.3% | -149.6% | -83.2% |
| YTD | -76.0% | +14.1% | -90.1% | -80.0% |
| 1Y | -78.7% | -0.6% | -78.1% | -81.0% |
| 3Y | -30.0% | +20.8% | -50.8% | -58.0% |
| 5Y | -93.7% | -48.8% | -45.0% | -93.5% |
| All | -87.0% | -2.1% | -84.9% | -89.5% |
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