-70.8%
OPEN vs ITW
+84.5%
-155.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | -4.3% | -3.6% | -0.7% | 0.0% |
| 30D | -16.2% | -9.1% | -7.1% | -6.3% |
| 3M | -36.4% | +8.2% | -44.6% | -43.3% |
| 6M | -35.5% | -4.8% | -30.7% | -33.1% |
| YTD | -46.0% | +11.0% | -57.0% | -53.9% |
| 1Y | -47.1% | +4.2% | -51.4% | -51.6% |
| 3Y | -19.0% | +17.3% | -36.3% | -35.5% |
| 5Y | -83.6% | +33.0% | -116.6% | -88.7% |
| All | -70.8% | +84.5% | -155.3% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling