-93.6%
OPEN vs IT
-43.2%
-50.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.0% | -17.8% | -19.3% |
| 7D | -22.2% | -16.9% | -5.3% | -12.7% |
| 30D | -38.3% | +2.3% | -40.7% | -39.2% |
| 3M | -59.4% | +2.9% | -62.2% | -60.8% |
| 6M | -74.4% | +25.9% | -100.2% | -79.8% |
| YTD | -76.0% | -24.6% | -51.3% | -72.3% |
| 1Y | -78.7% | -16.0% | -62.6% | -77.9% |
| 3Y | -30.0% | -51.6% | +21.6% | +11.8% |
| All | -93.6% | -43.2% | -50.5% | -92.7% |
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