-87.0%
OPEN vs RVTY
+61.1%
-148.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.8% | -24.6% | -24.1% |
| 7D | -22.2% | -1.2% | -21.0% | -22.6% |
| 30D | -38.3% | +1.0% | -39.4% | -39.7% |
| 3M | -59.4% | +35.8% | -95.2% | -69.7% |
| 6M | -74.4% | +56.7% | -131.1% | -83.5% |
| YTD | -76.0% | +60.7% | -136.7% | -85.3% |
| 1Y | -78.7% | +73.7% | -152.4% | -87.9% |
| 3Y | -30.0% | +82.8% | -112.8% | -62.5% |
| 5Y | -93.7% | -7.0% | -86.7% | -93.8% |
| All | -87.0% | +61.1% | -148.2% | -89.3% |
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