-94.6%
OPEN vs ROIV
+298.6%
-393.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.6% |
| 7D | -31.1% | +9.5% | -40.5% | -33.9% |
| 30D | -34.7% | +21.0% | -55.7% | -39.8% |
| 3M | -61.9% | +18.7% | -80.6% | -65.1% |
| 6M | -71.9% | +44.5% | -116.4% | -76.4% |
| YTD | -76.6% | +92.9% | -169.4% | -82.8% |
| 1Y | -83.9% | +100.2% | -184.1% | -88.4% |
| 3Y | -34.4% | +375.0% | -409.4% | -64.9% |
| 5Y | -93.9% | +435.2% | -529.1% | -97.5% |
| All | -94.6% | +298.6% | -393.1% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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