-70.8%
OPEN vs OMC
+88.7%
-159.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +2.2% |
| 7D | -4.3% | -6.4% | +2.2% | -0.3% |
| 30D | -16.2% | +1.1% | -17.3% | -17.1% |
| 3M | -36.4% | +10.4% | -46.8% | -40.9% |
| 6M | -35.5% | -1.7% | -33.7% | -35.3% |
| YTD | -46.0% | +4.4% | -50.4% | -48.8% |
| 1Y | -47.1% | +8.4% | -55.6% | -51.8% |
| 3Y | -19.0% | +14.4% | -33.4% | -28.1% |
| 5Y | -83.6% | +33.9% | -117.4% | -85.6% |
| All | -70.8% | +88.7% | -159.5% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling