-71.6%
OPEN vs RSG
+193.4%
-265.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -11.9% | +3.3% | -15.2% | -12.5% |
| 3M | -28.8% | +8.5% | -37.2% | -30.4% |
| 6M | -38.6% | -3.5% | -35.1% | -38.1% |
| YTD | -47.3% | +5.5% | -52.8% | -48.5% |
| 1Y | -49.2% | -1.7% | -47.4% | -48.9% |
| 3Y | -18.8% | +56.9% | -75.7% | -34.1% |
| 5Y | -83.6% | +89.4% | -173.0% | -87.1% |
| All | -71.6% | +193.4% | -265.0% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling