-70.8%
OPEN vs EXEL
+162.5%
-233.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.3% | +8.4% | -12.6% | -7.9% |
| 30D | -16.2% | +4.1% | -20.3% | -17.9% |
| 3M | -36.4% | +12.4% | -48.8% | -40.0% |
| 6M | -35.5% | +41.5% | -77.0% | -46.3% |
| YTD | -46.0% | +34.6% | -80.6% | -54.4% |
| 1Y | -47.1% | +57.9% | -105.0% | -58.7% |
| 3Y | -19.0% | +159.5% | -178.5% | -52.3% |
| 5Y | -83.6% | +198.5% | -282.1% | -90.9% |
| All | -70.8% | +162.5% | -233.3% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling