-93.3%
OPEN vs EXPD
+60.8%
-154.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -6.9% |
| 7D | -24.7% | -7.4% | -17.3% | -18.4% |
| 30D | -41.0% | -2.1% | -38.9% | -39.6% |
| 3M | -62.4% | +5.7% | -68.0% | -64.6% |
| 6M | -73.9% | +21.4% | -95.2% | -78.9% |
| YTD | -77.5% | +27.6% | -105.1% | -83.5% |
| 1Y | -83.6% | +36.1% | -119.7% | -88.8% |
| 3Y | -37.0% | +69.9% | -106.9% | -69.5% |
| 5Y | -93.3% | +59.7% | -153.0% | -97.1% |
| All | -93.3% | +60.8% | -154.1% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling