-71.6%
OPEN vs MKTX
-65.2%
-6.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -11.9% | +1.0% | -12.9% | -12.4% |
| 3M | -28.8% | +41.3% | -70.0% | -44.1% |
| 6M | -38.6% | -11.3% | -27.3% | -35.2% |
| YTD | -47.3% | -8.6% | -38.8% | -45.8% |
| 1Y | -49.2% | -11.1% | -38.1% | -46.7% |
| 3Y | -18.8% | -24.5% | +5.7% | -11.1% |
| 5Y | -83.6% | -61.4% | -22.2% | -72.8% |
| All | -71.6% | -65.2% | -6.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling