-87.4%
OPEN vs PR
+2,007.1%
-2,094.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.7% |
| 7D | -31.1% | -0.5% | -30.6% | -31.0% |
| 30D | -34.7% | -4.6% | -30.1% | -34.5% |
| 3M | -61.9% | +4.7% | -66.6% | -62.5% |
| 6M | -71.9% | +12.4% | -84.3% | -72.8% |
| YTD | -76.6% | +62.9% | -139.4% | -79.0% |
| 1Y | -83.9% | +70.6% | -154.5% | -85.7% |
| 3Y | -34.4% | +90.0% | -124.4% | -43.9% |
| 5Y | -93.9% | +255.5% | -349.5% | -95.4% |
| All | -87.4% | +2,007.1% | -2,094.5% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling