-94.7%
OPEN vs EXPD
+60.9%
-155.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | -15.0% | +5.5% | -20.5% | -19.6% |
| 30D | -40.2% | -0.8% | -39.4% | -39.6% |
| 3M | -67.4% | +4.1% | -71.5% | -68.8% |
| 6M | -74.0% | +25.7% | -99.7% | -79.7% |
| YTD | -79.6% | +31.4% | -111.0% | -85.4% |
| 1Y | -86.1% | +42.2% | -128.3% | -91.0% |
| 3Y | -41.4% | +77.2% | -118.6% | -72.9% |
| All | -94.7% | +60.9% | -155.6% | -97.8% |
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 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