-93.5%
OPEN vs PL
+28.1%
-121.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +10.4% | -32.2% | -25.8% |
| 7D | -22.2% | -6.8% | -15.4% | -21.5% |
| 30D | -38.3% | -29.3% | -9.0% | -30.8% |
| 3M | -59.4% | -44.8% | -14.6% | -50.2% |
| 6M | -74.4% | -68.4% | -6.0% | -62.7% |
| YTD | -76.0% | -36.4% | -39.6% | -76.0% |
| 1Y | -78.7% | +0.7% | -79.4% | -83.3% |
| 3Y | -30.0% | +455.3% | -485.3% | -83.6% |
| 5Y | -93.7% | +22.7% | -116.4% | -97.4% |
| All | -93.5% | +28.1% | -121.6% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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