-81.7%
OPEN vs PR
+2,017.5%
-2,099.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -6.5% | +20.3% | +14.9% |
| 7D | +3.7% | -12.1% | +15.8% | +5.7% |
| 30D | -14.3% | +0.9% | -15.2% | -14.9% |
| 3M | -51.9% | +10.1% | -62.1% | -53.2% |
| 6M | -61.4% | +1.1% | -62.5% | -62.0% |
| YTD | -66.0% | +63.7% | -129.7% | -69.6% |
| 1Y | -71.4% | +87.0% | -158.4% | -75.1% |
| 3Y | -5.3% | +70.7% | -76.0% | -17.4% |
| 5Y | -91.7% | +246.8% | -338.5% | -93.7% |
| All | -81.7% | +2,017.5% | -2,099.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling