-87.9%
OPEN vs EXEL
+214.0%
-301.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.6% | -5.5% | -6.3% |
| 7D | -24.7% | -2.4% | -22.3% | -23.8% |
| 30D | -41.0% | +17.9% | -58.9% | -45.4% |
| 3M | -62.4% | +33.3% | -95.6% | -67.2% |
| 6M | -73.9% | +46.6% | -120.4% | -78.4% |
| YTD | -77.5% | +61.0% | -138.6% | -82.6% |
| 1Y | -83.6% | +70.4% | -154.0% | -87.6% |
| 3Y | -37.0% | +236.1% | -273.1% | -67.1% |
| 5Y | -93.3% | +284.8% | -378.1% | -96.7% |
| All | -87.9% | +214.0% | -301.8% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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