-92.3%
OPEN vs S
-48.3%
-44.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.2% |
| 7D | -31.1% | +1.2% | -32.3% | -31.9% |
| 30D | -34.7% | -7.3% | -27.4% | -32.2% |
| 3M | -61.9% | +5.9% | -67.7% | -65.4% |
| 6M | -71.9% | +45.6% | -117.5% | -79.9% |
| YTD | -76.6% | +58.5% | -135.1% | -85.0% |
| 1Y | -83.9% | +37.6% | -121.5% | -88.6% |
| 3Y | -34.4% | +51.7% | -86.0% | -60.5% |
| 5Y | -93.9% | -67.5% | -26.5% | -91.6% |
| All | -92.3% | -48.3% | -44.0% | -91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling