-47.1%
OPEN vs S
+10.1%
-57.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -4.3% | -7.7% | +3.5% | -0.3% |
| 30D | -16.2% | -5.3% | -10.9% | -15.1% |
| 3M | -36.4% | +20.3% | -56.6% | -43.9% |
| 6M | -35.5% | +47.4% | -82.8% | -51.4% |
| YTD | -46.0% | +32.5% | -78.5% | -56.5% |
| 1Y | -47.1% | +9.5% | -56.7% | -37.1% |
| All | -47.1% | +10.1% | -57.3% | -37.1% |
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