-52.2%
OPEN vs NOC
-7.7%
-44.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.3% | -6.8% |
| 7D | -10.5% | -1.8% | -8.8% | -10.3% |
| 30D | -21.8% | -9.4% | -12.3% | -20.5% |
| 3M | -37.5% | -3.8% | -33.7% | -37.4% |
| 6M | -44.1% | -28.8% | -15.4% | -35.6% |
| YTD | -52.0% | -7.9% | -44.1% | -58.2% |
| 1Y | -52.2% | -9.0% | -43.2% | -52.6% |
| All | -52.2% | -7.7% | -44.5% | -52.6% |
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