-70.8%
OPEN vs SPXU
-96.5%
+25.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +1.7% |
| 7D | -4.3% | -0.1% | -4.1% | -4.2% |
| 30D | -16.2% | +0.8% | -17.0% | -15.1% |
| 3M | -36.4% | -4.7% | -31.7% | -36.5% |
| 6M | -35.5% | -29.6% | -5.8% | -48.7% |
| YTD | -46.0% | -29.9% | -16.1% | -56.5% |
| 1Y | -47.1% | -39.1% | -8.1% | -60.2% |
| 3Y | -19.0% | -80.0% | +61.0% | -68.0% |
| 5Y | -83.6% | -86.0% | +2.5% | -91.7% |
| All | -70.8% | -96.5% | +25.6% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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