-92.0%
OPEN vs RF
+42.4%
-134.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.5% | -7.4% |
| 7D | -5.8% | -1.6% | -4.2% | -3.8% |
| 30D | -21.1% | +5.0% | -26.2% | -24.7% |
| 3M | -52.4% | -10.0% | -42.4% | -46.9% |
| 6M | -65.8% | +3.3% | -69.1% | -66.9% |
| YTD | -69.3% | +7.9% | -77.2% | -72.0% |
| 1Y | -75.2% | +21.2% | -96.5% | -80.0% |
| 3Y | -14.4% | +105.8% | -120.2% | -56.9% |
| 5Y | -92.0% | +43.7% | -135.7% | -94.6% |
| All | -92.0% | +42.4% | -134.4% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling