-82.3%
OPEN vs M
+25.7%
-108.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -4.0% |
| 7D | -21.7% | +2.5% | -24.2% | -22.1% |
| 30D | -36.5% | +10.1% | -46.5% | -38.6% |
| 3M | -59.5% | -0.9% | -58.6% | -59.3% |
| 6M | -71.9% | +30.2% | -102.0% | -74.3% |
| YTD | -75.8% | +16.3% | -92.1% | -76.6% |
| All | -82.3% | +25.7% | -108.0% | -83.8% |
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