-16.8%
OPEN vs PR
+73.2%
-89.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -4.3% | +2.9% | -7.2% | -4.8% |
| 30D | -16.2% | +18.0% | -34.3% | -19.1% |
| 3M | -36.4% | +16.9% | -53.2% | -38.6% |
| 6M | -35.5% | +28.2% | -63.7% | -39.7% |
| YTD | -46.0% | +69.3% | -115.3% | -52.9% |
| 1Y | -47.1% | +69.5% | -116.6% | -54.3% |
| All | -16.8% | +73.2% | -89.9% | -30.1% |
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