-83.6%
OPEN vs PR
+67.7%
-151.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -6.9% |
| 7D | -24.7% | -9.5% | -15.2% | -26.2% |
| 30D | -41.0% | -5.7% | -35.3% | -41.8% |
| 3M | -62.4% | +3.0% | -65.3% | -62.5% |
| 6M | -73.9% | +11.8% | -85.7% | -73.6% |
| YTD | -77.5% | +58.5% | -136.0% | -77.8% |
| 1Y | -83.6% | +69.9% | -153.4% | -83.3% |
| All | -83.6% | +67.7% | -151.3% | -83.3% |
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