-70.8%
OPEN vs SRE
+66.6%
-137.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.0% |
| 7D | -4.3% | -0.3% | -3.9% | -4.2% |
| 30D | -16.2% | -0.7% | -15.5% | -16.4% |
| 3M | -36.4% | -6.3% | -30.1% | -34.7% |
| 6M | -35.5% | -10.7% | -24.8% | -32.3% |
| YTD | -46.0% | -3.5% | -42.5% | -45.8% |
| 1Y | -47.1% | +5.3% | -52.4% | -49.4% |
| 3Y | -19.0% | +31.8% | -50.8% | -32.0% |
| 5Y | -83.6% | +47.4% | -130.9% | -84.5% |
| All | -70.8% | +66.6% | -137.5% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling