-88.6%
OPEN vs STLA
-33.0%
-55.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.1% | -3.4% | -5.4% |
| 7D | -31.0% | -13.1% | -17.9% | -24.0% |
| 30D | -41.5% | -13.3% | -28.2% | -35.6% |
| 3M | -64.6% | -27.9% | -36.8% | -56.3% |
| 6M | -73.8% | -47.8% | -25.9% | -60.2% |
| YTD | -78.8% | -64.6% | -14.3% | -59.9% |
| 1Y | -86.8% | -64.0% | -22.8% | -75.5% |
| 3Y | -40.6% | -76.8% | +36.2% | +46.5% |
| 5Y | -94.7% | -74.2% | -20.5% | -88.5% |
| All | -88.6% | -33.0% | -55.6% | -86.7% |
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