-70.8%
OPEN vs ROP
+5.6%
-76.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +3.6% |
| 7D | -4.3% | -4.4% | +0.2% | -0.7% |
| 30D | -16.2% | +3.2% | -19.5% | -18.6% |
| 3M | -36.4% | +23.1% | -59.4% | -48.5% |
| 6M | -35.5% | +13.3% | -48.8% | -43.8% |
| YTD | -46.0% | -7.9% | -38.1% | -43.3% |
| 1Y | -47.1% | -22.1% | -25.1% | -34.5% |
| 3Y | -19.0% | -16.8% | -2.2% | -7.9% |
| 5Y | -83.6% | -13.5% | -70.0% | -82.9% |
| All | -70.8% | +5.6% | -76.5% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling