-87.6%
OPEN vs QS
-57.3%
-30.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +6.1% |
| 7D | -31.1% | -5.0% | -26.1% | -30.1% |
| 30D | -34.7% | -1.4% | -33.3% | -34.4% |
| 3M | -61.9% | -33.6% | -28.3% | -55.9% |
| 6M | -71.9% | -47.6% | -24.3% | -65.0% |
| YTD | -76.6% | -59.6% | -17.0% | -68.4% |
| 1Y | -83.9% | -73.5% | -10.4% | -74.8% |
| 3Y | -34.4% | -23.0% | -11.3% | -42.1% |
| 5Y | -93.9% | -89.4% | -4.6% | -91.3% |
| All | -87.6% | -57.3% | -30.4% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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