-78.7%
OPEN vs PR
+80.1%
-158.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.9% | -23.7% | -21.3% |
| 7D | -22.2% | -16.4% | -5.8% | -25.0% |
| 30D | -38.3% | -1.9% | -36.4% | -38.8% |
| 3M | -59.4% | +8.0% | -67.3% | -59.3% |
| 6M | -74.4% | +4.1% | -78.5% | -73.8% |
| YTD | -76.0% | +58.7% | -134.7% | -75.7% |
| 1Y | -78.7% | +75.8% | -154.5% | -76.0% |
| All | -78.7% | +80.1% | -158.7% | -76.0% |
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