-83.9%
OPEN vs NOC
-0.8%
-83.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.2% |
| 7D | -31.1% | +4.9% | -35.9% | -30.7% |
| 30D | -34.7% | +13.6% | -48.3% | -34.4% |
| 3M | -61.9% | -3.9% | -58.0% | -61.5% |
| 6M | -71.9% | +1.4% | -73.3% | -71.8% |
| YTD | -76.6% | -2.2% | -74.4% | -79.8% |
| 1Y | -83.9% | -1.2% | -82.7% | -86.1% |
| All | -83.9% | -0.8% | -83.1% | -86.1% |
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