-24.4%
OPEN vs NTR
+36.8%
-61.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -26.0% |
| 3M | -37.6% | +20.7% | -58.3% | -43.9% |
| 6M | -47.1% | +0.5% | -47.6% | -48.1% |
| YTD | -52.1% | +29.2% | -81.3% | -60.7% |
| 1Y | -73.5% | +39.6% | -113.1% | -79.5% |
| 3Y | -24.4% | +37.9% | -62.3% | -43.8% |
| All | -24.4% | +36.8% | -61.2% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling