-84.3%
OPEN vs RSG
+89.9%
-174.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | -11.4% | 0.0% | -11.4% | -11.4% |
| 30D | -20.1% | +4.0% | -24.0% | -20.8% |
| 3M | -37.6% | +7.4% | -45.0% | -39.1% |
| 6M | -47.1% | +0.1% | -47.2% | -47.2% |
| YTD | -52.1% | +6.0% | -58.2% | -53.5% |
| 1Y | -73.5% | -3.0% | -70.5% | -73.2% |
| 3Y | -24.4% | +56.5% | -80.9% | -43.1% |
| All | -84.3% | +89.9% | -174.2% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling