-94.7%
OPEN vs S
-71.1%
-23.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -15.0% | +2.0% | -17.0% | -16.2% |
| 30D | -40.2% | -2.7% | -37.5% | -39.7% |
| 3M | -67.4% | -6.9% | -60.5% | -67.6% |
| 6M | -74.0% | +38.1% | -112.1% | -81.0% |
| YTD | -79.6% | +48.0% | -127.6% | -86.5% |
| 1Y | -86.1% | +34.5% | -120.6% | -90.2% |
| 3Y | -41.4% | +38.3% | -79.7% | -63.7% |
| All | -94.7% | -71.1% | -23.6% | -92.6% |
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