-50.9%
OPEN vs ETR
+26.7%
-77.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -13.8% | +2.0% | -15.8% | -14.9% |
| 3M | -30.9% | -1.7% | -29.2% | -30.9% |
| 6M | -40.9% | +3.6% | -44.5% | -47.1% |
| YTD | -48.5% | +18.0% | -66.6% | -66.7% |
| 1Y | -50.9% | +26.2% | -77.1% | -72.7% |
| All | -50.9% | +26.7% | -77.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling