-72.2%
OPEN vs NTRS
+169.3%
-241.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -2.9% | +0.9% | -3.8% | -3.6% |
| 30D | -13.8% | -1.2% | -12.6% | -13.1% |
| 3M | -30.9% | +8.8% | -39.6% | -35.8% |
| 6M | -40.9% | +34.7% | -75.6% | -54.3% |
| YTD | -48.5% | +37.2% | -85.8% | -60.9% |
| 1Y | -50.9% | +46.3% | -97.2% | -64.3% |
| 3Y | -20.6% | +163.2% | -183.9% | -64.1% |
| 5Y | -84.2% | +86.9% | -171.1% | -91.1% |
| All | -72.2% | +169.3% | -241.5% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling