-87.4%
OPEN vs SPXU
-96.3%
+9.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +0.9% |
| 7D | -31.1% | +1.5% | -32.6% | -29.2% |
| 30D | -34.7% | +6.4% | -41.0% | -29.5% |
| 3M | -61.9% | +4.2% | -66.1% | -59.1% |
| 6M | -71.9% | -7.8% | -64.1% | -71.7% |
| YTD | -76.6% | -27.5% | -49.1% | -80.0% |
| 1Y | -83.9% | -27.1% | -56.8% | -85.9% |
| 3Y | -34.4% | -80.8% | +46.4% | -75.0% |
| 5Y | -93.9% | -84.1% | -9.8% | -96.6% |
| All | -87.4% | -96.3% | +9.0% | -95.7% |
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