-71.4%
OPEN vs S
+36.5%
-107.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.6% | +12.1% | +13.3% |
| 7D | +3.7% | -8.2% | +11.9% | +6.3% |
| 30D | -14.3% | -7.6% | -6.7% | -12.5% |
| 3M | -51.9% | +12.0% | -63.9% | -54.6% |
| 6M | -61.4% | +50.6% | -112.0% | -67.5% |
| YTD | -66.0% | +56.6% | -122.6% | -72.3% |
| 1Y | -71.4% | +39.2% | -110.6% | -75.0% |
| All | -71.4% | +36.5% | -107.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling