-71.6%
OPEN vs EXEL
+156.5%
-228.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -1.5% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | -11.9% | +6.7% | -18.6% | -14.7% |
| 3M | -28.8% | +11.5% | -40.2% | -32.5% |
| 6M | -38.6% | +38.8% | -77.4% | -48.5% |
| YTD | -47.3% | +31.6% | -78.9% | -55.1% |
| 1Y | -49.2% | +53.0% | -102.2% | -59.7% |
| 3Y | -18.8% | +160.8% | -179.6% | -52.4% |
| 5Y | -83.6% | +190.1% | -273.7% | -90.9% |
| All | -71.6% | +156.5% | -228.1% | -84.3% |
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