-87.0%
OPEN vs SPG
+364.4%
-451.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.8% | -22.6% | -22.4% |
| 7D | -22.2% | +4.9% | -27.1% | -25.0% |
| 30D | -38.3% | +15.6% | -53.9% | -44.8% |
| 3M | -59.4% | +4.1% | -63.4% | -60.6% |
| 6M | -74.4% | +13.6% | -87.9% | -77.0% |
| YTD | -76.0% | +27.5% | -103.5% | -80.5% |
| 1Y | -78.7% | +32.2% | -110.9% | -83.2% |
| 3Y | -30.0% | +126.0% | -156.0% | -61.8% |
| 5Y | -93.7% | +74.7% | -168.5% | -96.4% |
| All | -87.0% | +364.4% | -451.4% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling