-18.7%
OPEN vs QSR
+25.9%
-44.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -0.7% |
| 7D | -2.9% | -2.4% | -0.6% | -0.6% |
| 30D | -13.8% | +5.7% | -19.5% | -18.5% |
| 3M | -30.9% | +6.9% | -37.8% | -36.2% |
| 6M | -40.9% | +6.9% | -47.8% | -47.3% |
| YTD | -48.5% | +14.9% | -63.4% | -58.1% |
| 1Y | -50.9% | +29.1% | -80.0% | -65.7% |
| All | -18.7% | +25.9% | -44.6% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling