-70.8%
OPEN vs ITOT
+164.2%
-235.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +1.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -16.2% | 0.0% | -16.2% | -16.0% |
| 3M | -36.4% | +2.0% | -38.3% | -38.6% |
| 6M | -35.5% | +13.0% | -48.5% | -52.4% |
| YTD | -46.0% | +14.0% | -59.9% | -60.7% |
| 1Y | -47.1% | +19.9% | -67.1% | -65.3% |
| 3Y | -19.0% | +75.8% | -94.8% | -79.9% |
| 5Y | -83.6% | +73.8% | -157.4% | -95.0% |
| All | -70.8% | +164.2% | -235.1% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling