-88.6%
OPEN vs M
+323.1%
-411.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.4% | -8.6% |
| 7D | -31.0% | +0.6% | -31.6% | -30.9% |
| 30D | -41.5% | +7.0% | -48.5% | -42.5% |
| 3M | -64.6% | +3.1% | -67.8% | -64.8% |
| 6M | -73.8% | +33.5% | -107.3% | -76.6% |
| YTD | -78.8% | +13.4% | -92.2% | -80.0% |
| 1Y | -86.8% | +22.4% | -109.2% | -88.0% |
| 3Y | -40.6% | +150.9% | -191.5% | -61.3% |
| 5Y | -94.7% | -3.0% | -91.6% | -95.4% |
| All | -88.6% | +323.1% | -411.7% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling