-70.8%
OPEN vs RRC
+569.2%
-640.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -4.3% | +1.3% | -5.6% | -4.5% |
| 30D | -16.2% | +10.1% | -26.3% | -17.8% |
| 3M | -36.4% | +4.0% | -40.4% | -37.0% |
| 6M | -35.5% | +1.6% | -37.0% | -36.0% |
| YTD | -46.0% | +19.7% | -65.7% | -48.2% |
| 1Y | -47.1% | +21.4% | -68.6% | -49.5% |
| 3Y | -19.0% | +29.7% | -48.7% | -25.8% |
| 5Y | -83.6% | +153.9% | -237.4% | -86.0% |
| All | -70.8% | +569.2% | -640.1% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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