-10.5%
OPEN vs PL
+403.1%
-413.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -10.1% | +0.5% | -6.6% |
| 7D | -5.8% | -20.5% | +14.8% | +0.5% |
| 30D | -21.1% | -38.8% | +17.6% | -9.3% |
| 3M | -52.4% | -49.1% | -3.3% | -42.6% |
| 6M | -65.8% | -69.4% | +3.6% | -53.6% |
| YTD | -69.3% | -42.3% | -27.0% | -67.8% |
| 1Y | -75.2% | -14.2% | -61.1% | -77.8% |
| All | -10.5% | +403.1% | -413.6% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling