-89.0%
OPEN vs ROP
+24.8%
-113.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.0% |
| 7D | -15.0% | +0.7% | -15.7% | -15.5% |
| 30D | -40.2% | +28.8% | -69.0% | -51.1% |
| 3M | -67.4% | +21.1% | -88.5% | -72.1% |
| 6M | -74.0% | +52.5% | -126.6% | -82.5% |
| YTD | -79.6% | +8.9% | -88.5% | -81.3% |
| 1Y | -86.1% | +8.2% | -94.3% | -87.2% |
| 3Y | -41.4% | -5.2% | -36.2% | -39.6% |
| 5Y | -94.9% | +1.7% | -96.6% | -95.3% |
| All | -89.0% | +24.8% | -113.8% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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