-32.8%
OPEN vs SRE
+22.5%
-55.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -31.1% | -5.6% | -25.4% | -28.3% |
| 30D | -34.7% | -4.5% | -30.2% | -32.8% |
| 3M | -61.9% | -7.7% | -54.1% | -60.2% |
| 6M | -71.9% | -14.4% | -57.4% | -69.4% |
| YTD | -76.6% | -9.4% | -67.2% | -75.7% |
| 1Y | -83.9% | -13.8% | -70.1% | -82.6% |
| All | -32.8% | +22.5% | -55.3% | -48.5% |
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