-71.6%
OPEN vs RRX
+119.7%
-191.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.9% |
| 7D | +1.0% | +4.3% | -3.3% | -1.9% |
| 30D | -11.9% | -8.0% | -3.9% | -7.0% |
| 3M | -28.8% | -22.0% | -6.8% | -18.1% |
| 6M | -38.6% | -11.9% | -26.7% | -37.8% |
| YTD | -47.3% | +17.1% | -64.4% | -58.6% |
| 1Y | -49.2% | +14.9% | -64.1% | -59.5% |
| 3Y | -18.8% | +6.9% | -25.7% | -32.7% |
| 5Y | -83.6% | +19.6% | -103.2% | -87.3% |
| All | -71.6% | +119.7% | -191.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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