-47.1%
OPEN vs NTRS
+46.5%
-93.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +1.1% |
| 7D | -4.3% | -0.1% | -4.2% | -4.1% |
| 30D | -16.2% | +1.2% | -17.4% | -17.7% |
| 3M | -36.4% | +8.3% | -44.7% | -41.9% |
| 6M | -35.5% | +30.0% | -65.4% | -53.6% |
| YTD | -46.0% | +38.0% | -84.0% | -66.3% |
| 1Y | -47.1% | +47.4% | -94.5% | -71.6% |
| All | -47.1% | +46.5% | -93.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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