-79.9%
OPEN vs IRE
-97.2%
+17.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +39.6% | -61.4% | -25.5% |
| 7D | -22.2% | -27.2% | +5.0% | -21.7% |
| 30D | -38.3% | -75.1% | +36.8% | -30.3% |
| 3M | -59.4% | -77.9% | +18.5% | -54.2% |
| 6M | -74.4% | -94.6% | +20.2% | -67.9% |
| YTD | -76.0% | -91.5% | +15.6% | -75.9% |
| 1Y | -78.7% | -97.8% | +19.2% | -73.1% |
| All | -79.9% | -97.2% | +17.4% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling