-87.0%
OPEN vs RF
+199.4%
-286.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.5% |
| 7D | -22.2% | -0.9% | -21.3% | -21.5% |
| 30D | -38.3% | +6.0% | -44.4% | -40.6% |
| 3M | -59.4% | -8.9% | -50.5% | -56.5% |
| 6M | -74.4% | +2.3% | -76.7% | -74.7% |
| YTD | -76.0% | +7.6% | -83.5% | -77.2% |
| 1Y | -78.7% | +21.2% | -99.8% | -81.4% |
| 3Y | -30.0% | +108.5% | -138.5% | -53.2% |
| 5Y | -93.7% | +43.2% | -137.0% | -95.2% |
| All | -87.0% | +199.4% | -286.4% | -88.8% |
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