-84.2%
OPEN vs IT
-45.7%
-38.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.2% |
| 7D | -2.9% | -9.1% | +6.2% | +2.6% |
| 30D | -13.8% | -12.2% | -1.6% | -7.3% |
| 3M | -30.9% | +7.8% | -38.7% | -37.9% |
| 6M | -40.9% | +2.0% | -42.9% | -45.9% |
| YTD | -48.5% | -32.7% | -15.8% | -36.0% |
| 1Y | -50.9% | -31.1% | -19.8% | -40.8% |
| 3Y | -20.6% | -52.1% | +31.5% | +16.2% |
| 5Y | -84.2% | -46.3% | -37.9% | -80.8% |
| All | -84.2% | -45.7% | -38.5% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling