-32.8%
OPEN vs M
+159.6%
-192.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | -31.1% | -3.3% | -27.8% | -29.5% |
| 30D | -34.7% | +8.1% | -42.8% | -36.4% |
| 3M | -61.9% | +2.2% | -64.1% | -62.0% |
| 6M | -71.9% | +35.1% | -107.0% | -75.5% |
| YTD | -76.6% | +15.8% | -92.4% | -78.3% |
| 1Y | -83.9% | +25.8% | -109.7% | -85.7% |
| All | -32.8% | +159.6% | -192.3% | -55.0% |
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