-89.0%
OPEN vs PR
+2,076.0%
-2,165.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -3.9% |
| 7D | -15.0% | +6.0% | -21.0% | -15.9% |
| 30D | -40.2% | -4.2% | -36.0% | -40.1% |
| 3M | -67.4% | +10.0% | -77.4% | -68.2% |
| 6M | -74.0% | +15.6% | -89.6% | -75.1% |
| YTD | -79.6% | +68.2% | -147.8% | -81.8% |
| 1Y | -86.1% | +79.2% | -165.3% | -87.8% |
| 3Y | -41.4% | +94.9% | -136.3% | -50.1% |
| 5Y | -94.9% | +272.8% | -367.6% | -96.1% |
| All | -89.0% | +2,076.0% | -2,165.0% | -91.8% |
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 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