-83.4%
OPEN vs P
+444.5%
-528.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -16.4% | +6.8% | -2.1% |
| 7D | -5.8% | -31.9% | +26.1% | +11.3% |
| 30D | -21.1% | -36.5% | +15.4% | -5.0% |
| 3M | -52.4% | +11.6% | -64.0% | -57.9% |
| 6M | -65.8% | +25.2% | -91.0% | -72.8% |
| YTD | -69.3% | +39.4% | -108.7% | -77.6% |
| 1Y | -75.2% | -3.7% | -71.6% | -78.5% |
| 3Y | -14.4% | +167.3% | -181.6% | -70.1% |
| 5Y | -92.0% | +237.3% | -329.3% | -97.6% |
| All | -83.4% | +444.5% | -528.0% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling