-83.6%
OPEN vs RUN
-80.3%
-3.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.3% | -4.2% |
| 7D | +1.0% | +10.2% | -9.2% | -3.5% |
| 30D | -11.9% | -9.6% | -2.3% | -7.9% |
| 3M | -28.8% | -31.5% | +2.7% | -16.7% |
| 6M | -38.6% | -18.7% | -19.9% | -35.1% |
| YTD | -47.3% | -49.9% | +2.5% | -35.1% |
| 1Y | -49.2% | -45.5% | -3.7% | -41.4% |
| 3Y | -18.8% | -34.1% | +15.3% | -51.1% |
| 5Y | -83.6% | -79.4% | -4.2% | -79.1% |
| All | -83.6% | -80.3% | -3.3% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling