-93.6%
OPEN vs S
-67.4%
-26.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.6% | -23.4% | -23.0% |
| 7D | -22.2% | -13.4% | -8.8% | -14.2% |
| 30D | -38.3% | -14.0% | -24.3% | -32.3% |
| 3M | -59.4% | +4.9% | -64.2% | -63.1% |
| 6M | -74.4% | +42.0% | -116.4% | -81.8% |
| YTD | -76.0% | +45.1% | -121.1% | -83.9% |
| 1Y | -78.7% | +33.1% | -111.7% | -84.8% |
| 3Y | -30.0% | +40.6% | -70.6% | -57.2% |
| All | -93.6% | -67.4% | -26.2% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling