-70.8%
OPEN vs ETR
+177.2%
-248.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.3% | +1.4% | -5.7% | -4.7% |
| 30D | -16.2% | +1.0% | -17.2% | -16.5% |
| 3M | -36.4% | -1.3% | -35.1% | -36.3% |
| 6M | -35.5% | +1.9% | -37.3% | -36.5% |
| YTD | -46.0% | +18.2% | -64.1% | -49.5% |
| 1Y | -47.1% | +24.7% | -71.8% | -51.1% |
| 3Y | -19.0% | +150.7% | -169.7% | -38.0% |
| 5Y | -83.6% | +127.0% | -210.6% | -86.7% |
| All | -70.8% | +177.2% | -248.0% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling