-30.0%
OPEN vs EXEL
+231.1%
-261.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.3% | -23.0% | -22.3% |
| 7D | -22.2% | +0.3% | -22.5% | -22.3% |
| 30D | -38.3% | +19.0% | -57.4% | -42.9% |
| 3M | -59.4% | +33.3% | -92.6% | -64.3% |
| 6M | -74.4% | +42.9% | -117.2% | -78.3% |
| YTD | -76.0% | +58.7% | -134.7% | -81.0% |
| 1Y | -78.7% | +70.5% | -149.2% | -83.6% |
| 3Y | -30.0% | +233.8% | -263.8% | -57.7% |
| All | -30.0% | +231.1% | -261.1% | -57.7% |
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