-32.8%
OPEN vs RUN
-2.6%
-30.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.0% |
| 7D | -31.1% | +3.2% | -34.2% | -32.2% |
| 30D | -34.7% | +19.5% | -54.2% | -38.8% |
| 3M | -61.9% | -9.6% | -52.3% | -61.1% |
| 6M | -71.9% | -37.3% | -34.5% | -68.2% |
| YTD | -76.6% | -50.7% | -25.9% | -73.0% |
| 1Y | -83.9% | -54.1% | -29.8% | -81.1% |
| All | -32.8% | -2.6% | -30.2% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling