-18.8%
OPEN vs NOC
+26.5%
-45.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | +1.0% | -2.7% | +3.7% | +0.4% |
| 30D | -11.9% | -8.9% | -3.0% | -13.7% |
| 3M | -28.8% | -3.7% | -25.1% | -29.1% |
| 6M | -38.6% | -30.8% | -7.8% | -43.1% |
| YTD | -47.3% | -7.9% | -39.4% | -47.8% |
| 1Y | -49.2% | -9.4% | -39.7% | -49.8% |
| 3Y | -18.8% | +29.0% | -47.7% | -5.9% |
| All | -18.8% | +26.5% | -45.3% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling