-70.8%
OPEN vs NOC
+78.6%
-149.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.1% |
| 7D | -4.3% | -5.2% | +0.9% | -5.3% |
| 30D | -16.2% | -7.2% | -9.0% | -17.4% |
| 3M | -36.4% | -5.1% | -31.3% | -36.8% |
| 6M | -35.5% | -31.1% | -4.4% | -39.6% |
| YTD | -46.0% | -8.6% | -37.4% | -46.6% |
| 1Y | -47.1% | -9.7% | -37.4% | -47.9% |
| 3Y | -19.0% | +24.3% | -43.3% | -11.9% |
| 5Y | -83.6% | +52.6% | -136.2% | -80.1% |
| All | -70.8% | +78.6% | -149.5% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling