-70.8%
OPEN vs SIMO
+549.4%
-620.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -2.5% |
| 7D | -4.3% | +4.2% | -8.5% | -5.8% |
| 30D | -16.2% | +4.1% | -20.3% | -19.0% |
| 3M | -36.4% | -12.9% | -23.5% | -36.2% |
| 6M | -35.5% | +110.3% | -145.8% | -58.7% |
| YTD | -46.0% | +178.6% | -224.5% | -71.3% |
| 1Y | -47.1% | +220.0% | -267.1% | -73.6% |
| 3Y | -19.0% | +409.0% | -428.1% | -68.8% |
| 5Y | -83.6% | +277.3% | -360.9% | -93.0% |
| All | -70.8% | +549.4% | -620.2% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 all: compounded portfolio wealth divided by compounded SIMO 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…
all analysis · Full analysis span regression · 6 months rolling