-87.0%
OPEN vs P
+463.8%
-550.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +3.5% | -25.3% | -23.4% |
| 7D | -22.2% | -23.8% | +1.6% | -13.2% |
| 30D | -38.3% | -36.6% | -1.7% | -25.9% |
| 3M | -59.4% | +10.9% | -70.2% | -64.0% |
| 6M | -74.4% | +30.0% | -104.3% | -80.1% |
| 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% | -76.0% |
| 5Y | -93.7% | +249.3% | -343.0% | -98.2% |
| All | -87.0% | +463.8% | -550.9% | -97.0% |
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