-86.9%
OPEN vs STLA
-23.3%
-63.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -21.7% | -6.4% | -15.3% | -17.8% |
| 30D | -36.5% | -1.3% | -35.1% | -36.0% |
| 3M | -59.5% | -19.9% | -39.6% | -53.5% |
| 6M | -71.9% | -42.9% | -29.0% | -59.8% |
| YTD | -75.8% | -59.4% | -16.4% | -58.3% |
| 1Y | -78.5% | -56.8% | -21.7% | -64.8% |
| 3Y | -30.2% | -73.1% | +42.9% | +54.8% |
| 5Y | -93.3% | -70.1% | -23.2% | -86.9% |
| All | -86.9% | -23.3% | -63.7% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling