-37.0%
OPEN vs PR
+86.9%
-123.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.2% |
| 7D | -24.7% | -9.5% | -15.2% | -23.7% |
| 30D | -41.0% | -5.7% | -35.3% | -40.9% |
| 3M | -62.4% | +3.0% | -65.3% | -63.1% |
| 6M | -73.9% | +11.8% | -85.7% | -75.0% |
| YTD | -77.5% | +58.5% | -136.0% | -80.7% |
| 1Y | -83.6% | +69.9% | -153.4% | -86.3% |
| 3Y | -37.0% | +84.9% | -121.9% | -57.2% |
| All | -37.0% | +86.9% | -123.9% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling