-87.0%
OPEN vs SPY
+159.3%
-246.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.3% | -22.1% | -22.6% |
| 7D | -22.2% | -2.7% | -19.5% | -16.4% |
| 30D | -38.3% | -5.4% | -32.9% | -28.8% |
| 3M | -59.4% | -4.1% | -55.3% | -54.5% |
| 6M | -74.4% | +0.7% | -75.1% | -74.3% |
| YTD | -76.0% | +8.7% | -84.7% | -79.9% |
| 1Y | -78.7% | +10.9% | -89.5% | -82.7% |
| 3Y | -30.0% | +75.0% | -105.0% | -81.6% |
| 5Y | -93.7% | +67.8% | -161.5% | -97.9% |
| All | -87.0% | +159.3% | -246.4% | -97.3% |
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