-18.7%
OPEN vs ET
+97.4%
-116.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -2.9% | +0.6% | -3.6% | -3.3% |
| 30D | -13.8% | +5.3% | -19.1% | -16.5% |
| 3M | -30.9% | +15.6% | -46.5% | -37.3% |
| 6M | -40.9% | +20.6% | -61.6% | -48.4% |
| YTD | -48.5% | +38.5% | -87.1% | -59.4% |
| 1Y | -50.9% | +35.7% | -86.6% | -60.5% |
| All | -18.7% | +97.4% | -116.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling