-83.6%
OPEN vs OMC
+32.6%
-116.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.0% |
| 7D | +1.0% | -5.8% | +6.7% | +5.9% |
| 30D | -11.9% | -4.8% | -7.1% | -8.3% |
| 3M | -28.8% | +9.2% | -38.0% | -35.4% |
| 6M | -38.6% | -2.5% | -36.1% | -38.2% |
| YTD | -47.3% | +2.6% | -49.9% | -50.8% |
| 1Y | -49.2% | +5.9% | -55.1% | -55.2% |
| 3Y | -18.8% | +14.2% | -33.0% | -36.7% |
| 5Y | -83.6% | +33.2% | -116.9% | -88.2% |
| All | -83.6% | +32.6% | -116.2% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling