-71.6%
OPEN vs STLA
-6.5%
-65.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -0.5% |
| 7D | +1.0% | +0.7% | +0.2% | +0.4% |
| 30D | -11.9% | -2.4% | -9.6% | -10.6% |
| 3M | -28.8% | -23.9% | -4.9% | -15.7% |
| 6M | -38.6% | -24.6% | -14.0% | -27.8% |
| YTD | -47.3% | -50.5% | +3.2% | -19.8% |
| 1Y | -49.2% | -39.8% | -9.3% | -33.4% |
| 3Y | -18.8% | -65.6% | +46.8% | +52.6% |
| 5Y | -83.6% | -62.1% | -21.5% | -72.6% |
| All | -71.6% | -6.5% | -65.1% | -73.4% |
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