-86.9%
OPEN vs EXPD
+174.0%
-260.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -1.9% |
| 7D | -21.7% | -5.5% | -16.2% | -17.3% |
| 30D | -36.5% | -1.9% | -34.6% | -35.2% |
| 3M | -59.5% | +6.1% | -65.6% | -61.9% |
| 6M | -71.9% | +21.6% | -93.5% | -76.9% |
| YTD | -75.8% | +27.9% | -103.7% | -81.8% |
| 1Y | -78.5% | +39.4% | -117.9% | -85.1% |
| 3Y | -30.2% | +72.7% | -102.9% | -63.7% |
| 5Y | -93.3% | +60.3% | -153.6% | -96.3% |
| All | -86.9% | +174.0% | -260.9% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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