-86.9%
OPEN vs RF
+206.0%
-292.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.8% |
| 7D | -21.7% | -0.1% | -21.5% | -21.3% |
| 30D | -36.5% | +7.0% | -43.5% | -39.2% |
| 3M | -59.5% | -7.0% | -52.5% | -57.4% |
| 6M | -71.9% | +6.8% | -78.6% | -73.1% |
| YTD | -75.8% | +9.9% | -85.7% | -77.4% |
| 1Y | -78.5% | +21.1% | -99.6% | -81.2% |
| 3Y | -30.2% | +119.6% | -149.8% | -54.7% |
| 5Y | -93.3% | +46.2% | -139.5% | -94.9% |
| All | -86.9% | +206.0% | -292.9% | -88.9% |
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