-87.9%
OPEN vs IT
+57.6%
-145.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -6.0% | -6.5% |
| 7D | -24.7% | -7.5% | -17.2% | -20.7% |
| 30D | -41.0% | -1.2% | -39.8% | -40.5% |
| 3M | -62.4% | -2.2% | -60.2% | -62.4% |
| 6M | -73.9% | +19.1% | -92.9% | -77.8% |
| YTD | -77.5% | -25.1% | -52.4% | -74.7% |
| 1Y | -83.6% | -17.4% | -66.2% | -82.9% |
| 3Y | -37.0% | -54.1% | +17.1% | -1.1% |
| 5Y | -93.3% | -42.7% | -50.6% | -91.8% |
| All | -87.9% | +57.6% | -145.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling