-83.9%
OPEN vs OMC
+26.4%
-110.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -31.1% | +1.6% | -32.6% | -31.4% |
| 30D | -34.7% | +15.3% | -50.0% | -37.7% |
| 3M | -61.9% | +4.5% | -66.3% | -62.6% |
| 6M | -71.9% | +20.8% | -92.6% | -73.5% |
| YTD | -76.6% | +13.5% | -90.1% | -78.1% |
| 1Y | -83.9% | +25.2% | -109.1% | -85.2% |
| All | -83.9% | +26.4% | -110.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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