-17.1%
OPEN vs STLA
-64.4%
+47.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | -0.1% |
| 7D | -4.3% | +2.6% | -6.8% | -5.6% |
| 30D | -16.2% | -1.2% | -15.0% | -15.7% |
| 3M | -36.4% | -24.8% | -11.6% | -26.3% |
| 6M | -35.5% | -25.6% | -9.9% | -25.7% |
| YTD | -46.0% | -48.9% | +3.0% | -24.5% |
| 1Y | -47.1% | -38.8% | -8.4% | -35.0% |
| All | -17.1% | -64.4% | +47.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling