-88.6%
OPEN vs RF
+201.5%
-290.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.1% | -9.2% |
| 7D | -31.0% | +0.4% | -31.4% | -31.1% |
| 30D | -41.5% | +5.6% | -47.0% | -43.4% |
| 3M | -64.6% | -8.9% | -55.7% | -62.2% |
| 6M | -73.8% | +7.1% | -80.9% | -74.9% |
| YTD | -78.8% | +8.3% | -87.1% | -80.0% |
| 1Y | -86.8% | +16.8% | -103.6% | -88.2% |
| 3Y | -40.6% | +115.0% | -155.6% | -60.9% |
| 5Y | -94.7% | +46.4% | -141.1% | -95.9% |
| All | -88.6% | +201.5% | -290.1% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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