-74.2%
OPEN vs NTR
+163.0%
-237.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -11.4% | -1.3% | -10.1% | -10.9% |
| 30D | -20.1% | +16.8% | -36.8% | -25.7% |
| 3M | -37.6% | +20.7% | -58.3% | -43.4% |
| 6M | -47.1% | +0.5% | -47.6% | -48.3% |
| YTD | -52.1% | +29.2% | -81.3% | -59.1% |
| 1Y | -73.5% | +39.6% | -113.1% | -78.2% |
| 3Y | -24.4% | +37.9% | -62.3% | -39.1% |
| 5Y | -85.1% | +47.1% | -132.2% | -88.9% |
| All | -74.2% | +163.0% | -237.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling