-85.4%
OPEN vs ROP
+8.8%
-94.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | -31.1% | -2.9% | -28.1% | -30.3% |
| 30D | -34.7% | +30.1% | -64.7% | -37.4% |
| 3M | -61.9% | +19.9% | -81.7% | -63.0% |
| 6M | -71.9% | +46.0% | -117.9% | -74.0% |
| YTD | -76.6% | +8.4% | -84.9% | -79.5% |
| All | -85.4% | +8.8% | -94.2% | -87.1% |
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