-70.8%
OPEN vs RUN
-52.4%
-18.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -4.3% | +1.3% | -5.5% | -4.8% |
| 30D | -16.2% | -15.3% | -1.0% | -10.2% |
| 3M | -36.4% | -40.0% | +3.6% | -21.7% |
| 6M | -35.5% | -27.0% | -8.5% | -28.7% |
| YTD | -46.0% | -51.7% | +5.7% | -33.0% |
| 1Y | -47.1% | -45.9% | -1.3% | -38.9% |
| 3Y | -19.0% | -43.8% | +24.7% | -41.3% |
| 5Y | -83.6% | -80.5% | -3.1% | -80.9% |
| All | -70.8% | -52.4% | -18.4% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling