-50.9%
OPEN vs SRE
+10.5%
-61.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | -2.9% | +1.5% | -4.4% | -3.5% |
| 30D | -13.8% | +0.8% | -14.6% | -14.7% |
| 3M | -30.9% | -5.8% | -25.1% | -29.4% |
| 6M | -40.9% | -7.8% | -33.1% | -39.4% |
| YTD | -48.5% | -2.4% | -46.2% | -51.7% |
| 1Y | -50.9% | +8.9% | -59.8% | -55.4% |
| All | -50.9% | +10.5% | -61.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling