-74.1%
OPEN vs QSR
+68.3%
-142.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.0% |
| 7D | -10.5% | -4.7% | -5.8% | -6.2% |
| 30D | -21.8% | +4.3% | -26.1% | -25.0% |
| 3M | -37.5% | +5.4% | -42.9% | -41.3% |
| 6M | -44.1% | +8.2% | -52.3% | -50.3% |
| YTD | -52.0% | +14.1% | -66.1% | -59.7% |
| 1Y | -52.2% | +28.1% | -80.3% | -64.6% |
| 3Y | -25.9% | +25.3% | -51.2% | -42.7% |
| 5Y | -85.1% | +40.4% | -125.5% | -90.2% |
| All | -74.1% | +68.3% | -142.4% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling