-17.1%
OPEN vs EXEL
+164.9%
-182.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.3% | +8.4% | -12.6% | -7.5% |
| 30D | -16.2% | +4.1% | -20.3% | -17.6% |
| 3M | -36.4% | +12.4% | -48.8% | -39.5% |
| 6M | -35.5% | +41.5% | -77.0% | -45.2% |
| YTD | -46.0% | +34.6% | -80.6% | -53.5% |
| 1Y | -47.1% | +57.9% | -105.0% | -57.7% |
| All | -17.1% | +164.9% | -182.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling