-30.0%
OPEN vs STLA
-74.0%
+44.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.2% | -21.6% | -21.7% |
| 7D | -22.2% | -4.5% | -17.7% | -20.0% |
| 30D | -38.3% | -3.9% | -34.4% | -37.0% |
| 3M | -59.4% | -20.2% | -39.2% | -54.4% |
| 6M | -74.4% | -42.2% | -32.2% | -66.1% |
| YTD | -76.0% | -59.3% | -16.7% | -62.3% |
| 1Y | -78.7% | -56.1% | -22.6% | -68.3% |
| 3Y | -30.0% | -73.7% | +43.7% | +25.1% |
| All | -30.0% | -74.0% | +44.0% | +25.1% |
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