-84.0%
OPEN vs S
-71.4%
-12.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -4.3% | -7.7% | +3.5% | +1.1% |
| 30D | -16.2% | -5.3% | -10.9% | -14.7% |
| 3M | -36.4% | +20.3% | -56.6% | -45.8% |
| 6M | -35.5% | +47.4% | -82.8% | -54.1% |
| YTD | -46.0% | +32.5% | -78.5% | -59.4% |
| 1Y | -47.1% | +9.5% | -56.7% | -53.8% |
| 3Y | -19.0% | +15.5% | -34.5% | -39.7% |
| All | -84.0% | -71.4% | -12.6% | -74.1% |
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 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