-92.0%
OPEN vs PR
+225.6%
-317.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -8.3% |
| 7D | -5.8% | -16.5% | +10.8% | -1.3% |
| 30D | -21.1% | -4.5% | -16.6% | -20.8% |
| 3M | -52.4% | +8.5% | -60.9% | -54.3% |
| 6M | -65.8% | -3.3% | -62.4% | -66.2% |
| YTD | -69.3% | +55.7% | -125.0% | -74.2% |
| 1Y | -75.2% | +82.0% | -157.3% | -80.4% |
| 3Y | -14.4% | +62.5% | -76.8% | -32.0% |
| 5Y | -92.0% | +223.9% | -315.9% | -95.3% |
| All | -92.0% | +225.6% | -317.6% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling