-74.1%
OPEN vs RUN
-53.8%
-20.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.7% | -5.8% |
| 7D | -10.5% | -3.4% | -7.2% | -9.3% |
| 30D | -21.8% | -14.0% | -7.8% | -16.6% |
| 3M | -37.5% | -27.5% | -10.0% | -29.0% |
| 6M | -44.1% | -29.0% | -15.1% | -37.4% |
| YTD | -52.0% | -53.1% | +1.1% | -39.7% |
| 1Y | -52.2% | -46.7% | -5.5% | -44.5% |
| 3Y | -25.9% | -38.3% | +12.4% | -49.3% |
| 5Y | -85.1% | -80.7% | -4.4% | -82.5% |
| All | -74.1% | -53.8% | -20.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling