-88.6%
OPEN vs NOC
+90.5%
-179.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.3% | -9.2% | -9.6% |
| 7D | -31.0% | +4.5% | -35.6% | -30.3% |
| 30D | -41.5% | +14.1% | -55.5% | -39.7% |
| 3M | -64.6% | -4.5% | -60.2% | -64.7% |
| 6M | -73.8% | -0.8% | -73.0% | -73.6% |
| YTD | -78.8% | -2.5% | -76.3% | -78.7% |
| 1Y | -86.8% | -0.1% | -86.7% | -86.7% |
| 3Y | -40.6% | +24.6% | -65.2% | -35.2% |
| 5Y | -94.7% | +65.6% | -160.3% | -93.4% |
| All | -88.6% | +90.5% | -179.1% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling