-71.4%
OPEN vs NOC
-7.1%
-64.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.5% | +18.3% | +13.2% |
| 7D | +3.7% | -5.0% | +8.6% | +3.1% |
| 30D | -14.3% | +10.3% | -24.6% | -14.0% |
| 3M | -51.9% | -4.3% | -47.6% | -51.9% |
| 6M | -61.4% | -6.5% | -54.9% | -61.2% |
| YTD | -66.0% | -6.7% | -59.3% | -69.2% |
| 1Y | -71.4% | -7.5% | -63.9% | -73.9% |
| All | -71.4% | -7.1% | -64.3% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling