-87.0%
OPEN vs ROP
+23.6%
-110.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.9% | -18.9% | -19.4% |
| 7D | -22.2% | +2.1% | -24.4% | -22.8% |
| 30D | -38.3% | +32.9% | -71.2% | -50.9% |
| 3M | -59.4% | +20.0% | -79.4% | -65.0% |
| 6M | -74.4% | +36.4% | -110.8% | -80.8% |
| YTD | -76.0% | +7.8% | -83.8% | -77.8% |
| 1Y | -78.7% | +8.0% | -86.6% | -80.3% |
| 3Y | -30.0% | -3.5% | -26.5% | -29.4% |
| 5Y | -93.7% | +1.5% | -95.2% | -94.2% |
| All | -87.0% | +23.6% | -110.6% | -89.4% |
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