-82.3%
OPEN vs S
+38.4%
-120.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | -1.7% |
| 7D | -21.7% | +1.6% | -23.2% | -22.0% |
| 30D | -36.5% | -10.5% | -26.0% | -34.6% |
| 3M | -59.5% | +9.9% | -69.4% | -61.4% |
| 6M | -71.9% | +41.8% | -113.6% | -75.5% |
| YTD | -75.8% | +56.8% | -132.6% | -80.2% |
| All | -82.3% | +38.4% | -120.7% | -84.6% |
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