-93.6%
OPEN vs M
-11.5%
-82.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.6% | -17.2% | -18.9% |
| 7D | -22.2% | -4.3% | -18.0% | -19.1% |
| 30D | -38.3% | +1.3% | -39.6% | -37.8% |
| 3M | -59.4% | -7.4% | -52.0% | -56.9% |
| 6M | -74.4% | +18.3% | -92.7% | -76.8% |
| YTD | -76.0% | +7.6% | -83.6% | -77.3% |
| 1Y | -78.7% | +17.4% | -96.0% | -81.0% |
| 3Y | -30.0% | +108.4% | -138.4% | -62.8% |
| All | -93.6% | -11.5% | -82.2% | -94.5% |
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