-84.0%
OPEN vs ROP
-13.6%
-70.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +4.1% |
| 7D | -4.3% | -4.4% | +0.2% | -0.1% |
| 30D | -16.2% | +3.2% | -19.5% | -19.0% |
| 3M | -36.4% | +23.1% | -59.4% | -50.5% |
| 6M | -35.5% | +13.3% | -48.8% | -45.3% |
| YTD | -46.0% | -7.9% | -38.1% | -42.4% |
| 1Y | -47.1% | -22.1% | -25.1% | -30.7% |
| 3Y | -19.0% | -16.8% | -2.2% | -8.5% |
| All | -84.0% | -13.6% | -70.4% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling