-17.1%
OPEN vs RUN
-38.9%
+21.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -4.3% | +1.3% | -5.5% | -4.6% |
| 30D | -16.2% | -15.3% | -1.0% | -11.9% |
| 3M | -36.4% | -40.0% | +3.6% | -26.1% |
| 6M | -35.5% | -27.0% | -8.5% | -30.4% |
| YTD | -46.0% | -51.7% | +5.7% | -36.5% |
| 1Y | -47.1% | -45.9% | -1.3% | -40.6% |
| All | -17.1% | -38.9% | +21.8% | -37.4% |
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