-87.4%
OPEN vs RUN
-51.4%
-35.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.5% |
| 7D | -31.1% | +3.2% | -34.2% | -32.8% |
| 30D | -34.7% | +19.5% | -54.2% | -40.4% |
| 3M | -61.9% | -9.6% | -52.3% | -60.9% |
| 6M | -71.9% | -37.3% | -34.5% | -66.7% |
| YTD | -76.6% | -50.7% | -25.9% | -71.7% |
| 1Y | -83.9% | -54.1% | -29.8% | -80.0% |
| 3Y | -34.4% | -3.9% | -30.5% | -64.5% |
| 5Y | -93.9% | -84.4% | -9.6% | -92.6% |
| All | -87.4% | -51.4% | -35.9% | -84.9% |
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