-87.4%
OPEN vs P
+520.6%
-608.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.2% |
| 7D | -31.1% | -4.7% | -26.3% | -30.0% |
| 30D | -34.7% | -31.4% | -3.3% | -24.3% |
| 3M | -61.9% | -2.6% | -59.2% | -63.6% |
| 6M | -71.9% | +21.9% | -93.8% | -77.0% |
| YTD | -76.6% | +58.9% | -135.5% | -84.0% |
| 1Y | -83.9% | +21.7% | -105.6% | -87.7% |
| 3Y | -34.4% | +193.3% | -227.7% | -77.8% |
| 5Y | -93.9% | +275.1% | -369.1% | -98.3% |
| All | -87.4% | +520.6% | -608.0% | -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