-71.4%
OPEN vs PR
+87.5%
-158.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -6.5% | +20.3% | +11.8% |
| 7D | +3.7% | -12.1% | +15.8% | +0.4% |
| 30D | -14.3% | +0.9% | -15.2% | -14.3% |
| 3M | -51.9% | +10.1% | -62.1% | -51.2% |
| 6M | -61.4% | +1.1% | -62.5% | -60.0% |
| YTD | -66.0% | +63.7% | -129.7% | -62.0% |
| 1Y | -71.4% | +87.0% | -158.4% | -60.8% |
| All | -71.4% | +87.5% | -158.9% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling