-70.8%
OPEN vs RVTY
+35.2%
-106.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.9% |
| 7D | -4.3% | +1.1% | -5.4% | -5.1% |
| 30D | -16.2% | +13.2% | -29.4% | -24.8% |
| 3M | -36.4% | +27.2% | -63.6% | -49.2% |
| 6M | -35.5% | +32.4% | -67.9% | -51.4% |
| YTD | -46.0% | +34.9% | -80.8% | -60.4% |
| 1Y | -47.1% | +52.4% | -99.5% | -65.2% |
| 3Y | -19.0% | +12.3% | -31.3% | -32.1% |
| 5Y | -83.6% | -30.8% | -52.8% | -79.3% |
| All | -70.8% | +35.2% | -106.1% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling