-87.0%
OPEN vs PR
+1,953.3%
-2,040.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.9% | -23.7% | -22.1% |
| 7D | -22.2% | -16.4% | -5.8% | -20.0% |
| 30D | -38.3% | -1.9% | -36.4% | -38.5% |
| 3M | -59.4% | +8.0% | -67.3% | -60.3% |
| 6M | -74.4% | +4.1% | -78.5% | -74.9% |
| YTD | -76.0% | +58.7% | -134.7% | -78.4% |
| 1Y | -78.7% | +75.8% | -154.5% | -81.2% |
| 3Y | -30.0% | +73.2% | -103.2% | -39.2% |
| 5Y | -93.7% | +230.1% | -323.9% | -95.2% |
| All | -87.0% | +1,953.3% | -2,040.3% | -90.2% |
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