-83.9%
OPEN vs S
+38.7%
-122.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | -31.1% | +1.2% | -32.3% | -31.3% |
| 30D | -34.7% | -7.3% | -27.4% | -33.5% |
| 3M | -61.9% | +5.9% | -67.7% | -63.0% |
| 6M | -71.9% | +45.6% | -117.5% | -75.7% |
| YTD | -76.6% | +58.5% | -135.1% | -80.9% |
| 1Y | -83.9% | +37.6% | -121.5% | -86.2% |
| All | -83.9% | +38.7% | -122.6% | -86.2% |
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 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