-18.8%
OPEN vs ETR
+153.2%
-172.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | -11.9% | +1.9% | -13.8% | -12.7% |
| 3M | -28.8% | +1.0% | -29.8% | -29.4% |
| 6M | -38.6% | +4.8% | -43.4% | -41.2% |
| YTD | -47.3% | +19.5% | -66.9% | -53.4% |
| 1Y | -49.2% | +28.1% | -77.3% | -56.0% |
| 3Y | -18.8% | +151.1% | -169.9% | -59.8% |
| All | -18.8% | +153.2% | -172.0% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling