-18.8%
OPEN vs SRE
+33.0%
-51.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.6% |
| 7D | +1.0% | +1.4% | -0.4% | +0.1% |
| 30D | -11.9% | +1.9% | -13.8% | -13.6% |
| 3M | -28.8% | -3.3% | -25.5% | -28.1% |
| 6M | -38.6% | -6.4% | -32.2% | -37.0% |
| YTD | -47.3% | -1.8% | -45.5% | -48.0% |
| 1Y | -49.2% | +10.7% | -59.9% | -53.7% |
| 3Y | -18.8% | +31.8% | -50.6% | -41.9% |
| All | -18.8% | +33.0% | -51.8% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling