-84.0%
OPEN vs M
+27.3%
-111.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.8% |
| 7D | -4.3% | +4.7% | -9.0% | -6.8% |
| 30D | -16.2% | -9.6% | -6.6% | -11.3% |
| 3M | -36.4% | +0.9% | -37.2% | -37.0% |
| 6M | -35.5% | +22.3% | -57.7% | -43.5% |
| YTD | -46.0% | +6.5% | -52.5% | -49.1% |
| 1Y | -47.1% | +38.8% | -85.9% | -57.4% |
| 3Y | -19.0% | +115.9% | -134.9% | -56.8% |
| All | -84.0% | +27.3% | -111.3% | -86.9% |
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