-88.6%
OPEN vs ROK
+114.7%
-203.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.1% |
| 7D | -31.0% | +6.1% | -37.1% | -34.6% |
| 30D | -41.5% | -6.5% | -35.0% | -38.4% |
| 3M | -64.6% | -10.2% | -54.4% | -61.3% |
| 6M | -73.8% | -10.6% | -63.1% | -71.8% |
| YTD | -78.8% | +4.9% | -83.7% | -80.8% |
| 1Y | -86.8% | +3.8% | -90.6% | -87.9% |
| 3Y | -40.6% | +63.5% | -104.1% | -63.1% |
| 5Y | -94.7% | +30.9% | -125.6% | -96.5% |
| All | -88.6% | +114.7% | -203.3% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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