-16.8%
OPEN vs RF
+86.8%
-103.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.3% | +1.3% | -5.6% | -5.6% |
| 30D | -16.2% | -3.6% | -12.6% | -12.9% |
| 3M | -36.4% | +8.1% | -44.4% | -42.0% |
| 6M | -35.5% | +11.5% | -46.9% | -43.7% |
| YTD | -46.0% | +15.6% | -61.5% | -55.3% |
| 1Y | -47.1% | +15.7% | -62.8% | -56.4% |
| All | -16.8% | +86.8% | -103.6% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling