-96.5%
OPEN vs EXE
+165.2%
-261.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.8% |
| 7D | -15.0% | +5.3% | -20.3% | -16.1% |
| 30D | -40.2% | -2.2% | -38.0% | -40.0% |
| 3M | -67.4% | -5.9% | -61.5% | -67.0% |
| 6M | -74.0% | -5.7% | -68.3% | -73.8% |
| YTD | -79.6% | -17.8% | -61.8% | -78.8% |
| 1Y | -86.1% | -23.1% | -63.0% | -85.3% |
| 3Y | -41.4% | +21.2% | -62.6% | -49.3% |
| 5Y | -94.9% | +78.8% | -173.7% | -95.9% |
| All | -96.5% | +165.2% | -261.7% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling