-70.8%
OPEN vs EXPD
+172.9%
-243.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | -4.3% | -1.1% | -3.1% | -3.2% |
| 30D | -16.2% | +4.1% | -20.3% | -19.4% |
| 3M | -36.4% | +17.9% | -54.3% | -46.0% |
| 6M | -35.5% | +29.2% | -64.7% | -50.9% |
| YTD | -46.0% | +27.4% | -73.3% | -59.1% |
| 1Y | -47.1% | +56.8% | -104.0% | -68.3% |
| 3Y | -19.0% | +68.0% | -87.1% | -56.3% |
| 5Y | -83.6% | +61.9% | -145.4% | -91.0% |
| All | -70.8% | +172.9% | -243.7% | -88.4% |
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