-71.4%
OPEN vs ITW
+24.0%
-95.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.4% | +11.4% | +12.7% |
| 7D | +3.7% | +6.3% | -2.6% | +1.2% |
| 30D | -14.3% | +11.1% | -25.4% | -17.7% |
| 3M | -51.9% | +0.1% | -52.0% | -52.0% |
| 6M | -61.4% | +18.1% | -79.5% | -64.3% |
| YTD | -66.0% | +21.4% | -87.4% | -69.0% |
| 1Y | -71.4% | +22.9% | -94.3% | -74.1% |
| All | -71.4% | +24.0% | -95.4% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling