-86.9%
OPEN vs M
+333.9%
-420.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -2.8% |
| 7D | -21.7% | +2.5% | -24.2% | -22.0% |
| 30D | -36.5% | +10.1% | -46.5% | -38.4% |
| 3M | -59.5% | -0.9% | -58.6% | -59.1% |
| 6M | -71.9% | +30.2% | -102.0% | -74.7% |
| YTD | -75.8% | +16.3% | -92.1% | -77.4% |
| 1Y | -78.5% | +27.0% | -105.5% | -80.7% |
| 3Y | -30.2% | +154.5% | -184.7% | -54.8% |
| 5Y | -93.3% | -1.1% | -92.2% | -94.3% |
| All | -86.9% | +333.9% | -420.8% | -87.5% |
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