-87.9%
OPEN vs SPY
+164.5%
-252.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.2% |
| 7D | -24.7% | -0.6% | -24.1% | -23.4% |
| 30D | -41.0% | -3.7% | -37.3% | -34.9% |
| 3M | -62.4% | -2.7% | -59.6% | -59.3% |
| 6M | -73.9% | +2.2% | -76.0% | -74.7% |
| YTD | -77.5% | +10.8% | -88.4% | -82.1% |
| 1Y | -83.6% | +11.2% | -94.8% | -86.9% |
| 3Y | -37.0% | +76.5% | -113.5% | -83.9% |
| 5Y | -93.3% | +72.9% | -166.2% | -97.9% |
| All | -87.9% | +164.5% | -252.4% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling