-83.4%
OPEN vs EXPD
+173.0%
-256.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.5% | -5.1% | -5.4% |
| 7D | -5.8% | -4.8% | -1.0% | -1.7% |
| 30D | -21.1% | -1.5% | -19.6% | -20.2% |
| 3M | -52.4% | +4.1% | -56.5% | -54.5% |
| 6M | -65.8% | +24.0% | -89.8% | -72.7% |
| YTD | -69.3% | +27.4% | -96.7% | -76.9% |
| 1Y | -75.2% | +38.4% | -113.6% | -82.8% |
| 3Y | -14.4% | +73.2% | -87.5% | -55.9% |
| 5Y | -92.0% | +59.9% | -151.8% | -95.6% |
| All | -83.4% | +173.0% | -256.4% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling