-83.6%
OPEN vs RVTY
-32.1%
-51.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -0.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | -11.9% | +10.8% | -22.7% | -20.0% |
| 3M | -28.8% | +26.8% | -55.5% | -44.0% |
| 6M | -38.6% | +39.3% | -77.9% | -57.0% |
| YTD | -47.3% | +31.6% | -79.0% | -61.6% |
| 1Y | -49.2% | +47.7% | -96.9% | -66.9% |
| 3Y | -18.8% | +19.9% | -38.7% | -38.5% |
| 5Y | -83.6% | -32.3% | -51.3% | -77.4% |
| All | -83.6% | -32.1% | -51.5% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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