-89.0%
OPEN vs SRE
+59.0%
-148.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -4.0% |
| 7D | -15.0% | +1.8% | -16.8% | -15.8% |
| 30D | -40.2% | -3.0% | -37.2% | -39.3% |
| 3M | -67.4% | -7.3% | -60.1% | -66.3% |
| 6M | -74.0% | -11.9% | -62.1% | -72.5% |
| YTD | -79.6% | -7.9% | -71.7% | -79.0% |
| 1Y | -86.1% | -11.1% | -74.9% | -85.4% |
| 3Y | -41.4% | +24.8% | -66.2% | -49.5% |
| 5Y | -94.9% | +52.4% | -147.2% | -95.0% |
| All | -89.0% | +59.0% | -148.0% | -89.1% |
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