-85.6%
OPEN vs NOC
-0.9%
-84.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.3% | -9.2% | -9.6% |
| 7D | -31.0% | +4.5% | -35.6% | -30.8% |
| 30D | -41.5% | +14.1% | -55.5% | -41.4% |
| 3M | -64.6% | -4.5% | -60.2% | -64.2% |
| 6M | -73.8% | -0.8% | -73.0% | -73.6% |
| YTD | -78.8% | -2.5% | -76.3% | -82.3% |
| All | -85.6% | -0.9% | -84.7% | -88.0% |
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