-30.0%
OPEN vs SPG
+124.5%
-154.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.8% | -22.6% | -22.7% |
| 7D | -22.2% | +4.9% | -27.1% | -26.1% |
| 30D | -38.3% | +15.6% | -53.9% | -47.3% |
| 3M | -59.4% | +4.1% | -63.4% | -61.1% |
| 6M | -74.4% | +13.6% | -87.9% | -78.1% |
| YTD | -76.0% | +27.5% | -103.5% | -82.6% |
| 1Y | -78.7% | +32.2% | -110.9% | -85.2% |
| 3Y | -30.0% | +126.0% | -156.0% | -82.4% |
| All | -30.0% | +124.5% | -154.5% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling