-87.9%
OPEN vs P
+494.3%
-582.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.7% |
| 7D | -24.7% | -13.3% | -11.4% | -20.5% |
| 30D | -41.0% | -34.0% | -7.0% | -30.4% |
| 3M | -62.4% | +4.1% | -66.4% | -65.4% |
| 6M | -73.9% | +30.5% | -104.3% | -79.6% |
| YTD | -77.5% | +52.2% | -129.7% | -84.3% |
| 1Y | -83.6% | +10.3% | -93.8% | -86.8% |
| 3Y | -37.0% | +180.9% | -217.9% | -78.3% |
| 5Y | -93.3% | +259.7% | -353.0% | -98.1% |
| All | -87.9% | +494.3% | -582.2% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling