-71.5%
OPEN vs QS
-44.4%
-27.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | -4.3% | -2.3% | -1.9% | -3.4% |
| 30D | -16.2% | -0.7% | -15.5% | -16.2% |
| 3M | -36.4% | -39.6% | +3.3% | -24.4% |
| 6M | -35.5% | -21.7% | -13.7% | -30.6% |
| YTD | -46.0% | -47.4% | +1.4% | -33.4% |
| 1Y | -47.1% | -28.4% | -18.8% | -45.7% |
| 3Y | -19.0% | -22.6% | +3.6% | -28.4% |
| 5Y | -83.6% | -75.6% | -8.0% | -80.3% |
| All | -71.5% | -44.4% | -27.1% | -67.4% |
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