-70.8%
OPEN vs SPY
+171.0%
-241.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -16.2% | +0.1% | -16.3% | -16.1% |
| 3M | -36.4% | +2.0% | -38.4% | -38.5% |
| 6M | -35.5% | +13.0% | -48.5% | -51.6% |
| YTD | -46.0% | +13.5% | -59.5% | -59.7% |
| 1Y | -47.1% | +20.0% | -67.1% | -64.6% |
| 3Y | -19.0% | +77.2% | -96.2% | -79.2% |
| 5Y | -83.6% | +81.9% | -165.5% | -95.4% |
| All | -70.8% | +171.0% | -241.8% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling