-16.8%
OPEN vs M
+117.7%
-134.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.6% |
| 7D | -4.3% | +4.7% | -9.0% | -6.3% |
| 30D | -16.2% | -9.6% | -6.6% | -12.1% |
| 3M | -36.4% | +0.9% | -37.2% | -36.8% |
| 6M | -35.5% | +22.3% | -57.7% | -42.0% |
| YTD | -46.0% | +6.5% | -52.5% | -48.3% |
| 1Y | -47.1% | +38.8% | -85.9% | -55.6% |
| All | -16.8% | +117.7% | -134.5% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling