-86.9%
OPEN vs ROP
+22.6%
-109.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.6% |
| 7D | -21.7% | -1.6% | -20.0% | -19.9% |
| 30D | -36.5% | +29.5% | -66.0% | -48.3% |
| 3M | -59.5% | +17.5% | -77.1% | -64.5% |
| 6M | -71.9% | +38.1% | -109.9% | -79.2% |
| YTD | -75.8% | +7.0% | -82.8% | -77.5% |
| 1Y | -78.5% | +6.5% | -85.0% | -79.9% |
| 3Y | -30.2% | -5.5% | -24.7% | -28.2% |
| 5Y | -93.3% | -0.4% | -92.9% | -93.8% |
| All | -86.9% | +22.6% | -109.6% | -89.2% |
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