-88.6%
OPEN vs RNG
-72.0%
-16.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.1% | -10.6% | -10.2% |
| 7D | -31.0% | +2.3% | -33.3% | -31.7% |
| 30D | -41.5% | -3.4% | -38.1% | -40.1% |
| 3M | -64.6% | +20.9% | -85.5% | -68.7% |
| 6M | -73.8% | +82.2% | -156.0% | -83.1% |
| YTD | -78.8% | +164.6% | -243.4% | -90.3% |
| 1Y | -86.8% | +177.0% | -263.8% | -94.2% |
| 3Y | -40.6% | +177.4% | -218.0% | -77.4% |
| 5Y | -94.7% | -72.3% | -22.3% | -92.2% |
| All | -88.6% | -72.0% | -16.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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