-82.3%
OPEN vs ROP
+7.0%
-89.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -21.7% | -1.6% | -20.0% | -20.9% |
| 30D | -36.5% | +29.5% | -66.0% | -39.2% |
| 3M | -59.5% | +17.5% | -77.1% | -60.7% |
| 6M | -71.9% | +38.1% | -109.9% | -73.8% |
| YTD | -75.8% | +7.0% | -82.8% | -77.0% |
| All | -82.3% | +7.0% | -89.3% | -82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling