-47.1%
OPEN vs P
+32.0%
-79.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | -4.3% | +6.5% | -10.8% | -5.7% |
| 30D | -16.2% | +18.8% | -35.1% | -20.3% |
| 3M | -36.4% | +26.7% | -63.1% | -40.6% |
| 6M | -35.5% | +62.2% | -97.6% | -45.4% |
| YTD | -46.0% | +48.5% | -94.5% | -53.8% |
| 1Y | -47.1% | +26.4% | -73.5% | -50.6% |
| All | -47.1% | +32.0% | -79.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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