-93.6%
OPEN vs P
+247.4%
-341.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +3.5% | -25.3% | -23.3% |
| 7D | -22.2% | -23.8% | +1.6% | -13.5% |
| 30D | -38.3% | -36.6% | -1.7% | -26.4% |
| 3M | -59.4% | +10.9% | -70.2% | -63.9% |
| 6M | -74.4% | +30.0% | -104.3% | -80.0% |
| YTD | -76.0% | +44.4% | -120.4% | -82.8% |
| 1Y | -78.7% | +3.9% | -82.6% | -82.3% |
| 3Y | -30.0% | +176.6% | -206.6% | -78.0% |
| All | -93.6% | +247.4% | -341.0% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling