-94.7%
OPEN vs M
-3.3%
-91.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.2% | -4.6% |
| 7D | -15.0% | +7.0% | -22.0% | -18.7% |
| 30D | -40.2% | +8.9% | -49.1% | -42.4% |
| 3M | -67.4% | +4.5% | -71.9% | -68.0% |
| 6M | -74.0% | +36.2% | -110.2% | -78.4% |
| YTD | -79.6% | +15.1% | -94.7% | -81.5% |
| 1Y | -86.1% | +27.4% | -113.5% | -88.3% |
| 3Y | -41.4% | +160.1% | -201.5% | -73.0% |
| All | -94.7% | -3.3% | -91.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling