-87.0%
OPEN vs EXPD
+166.8%
-253.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.3% | -19.5% | -19.6% |
| 7D | -22.2% | -7.2% | -15.1% | -16.4% |
| 30D | -38.3% | -3.3% | -35.1% | -36.2% |
| 3M | -59.4% | +3.4% | -62.7% | -60.8% |
| 6M | -74.4% | +22.7% | -97.1% | -79.2% |
| YTD | -76.0% | +24.5% | -100.5% | -81.4% |
| 1Y | -78.7% | +38.6% | -117.3% | -85.2% |
| 3Y | -30.0% | +71.5% | -101.5% | -63.6% |
| 5Y | -93.7% | +56.2% | -150.0% | -96.5% |
| All | -87.0% | +166.8% | -253.8% | -94.8% |
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