-17.1%
OPEN vs IT
-46.7%
+29.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +2.2% |
| 7D | -4.3% | -6.0% | +1.8% | -2.3% |
| 30D | -16.2% | 0.0% | -16.2% | -16.5% |
| 3M | -36.4% | +13.1% | -49.4% | -39.9% |
| 6M | -35.5% | +11.7% | -47.1% | -39.2% |
| YTD | -46.0% | -26.1% | -19.9% | -39.0% |
| 1Y | -47.1% | -21.3% | -25.9% | -42.4% |
| All | -17.1% | -46.7% | +29.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling