-83.9%
OPEN vs M
+25.7%
-109.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | -31.1% | -3.3% | -27.8% | -29.4% |
| 30D | -34.7% | +8.1% | -42.8% | -36.4% |
| 3M | -61.9% | +2.2% | -64.1% | -62.1% |
| 6M | -71.9% | +35.1% | -107.0% | -74.6% |
| YTD | -76.6% | +15.8% | -92.4% | -77.4% |
| 1Y | -83.9% | +25.8% | -109.7% | -85.3% |
| All | -83.9% | +25.7% | -109.6% | -85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling