-93.6%
OPEN vs STLA
-70.1%
-23.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.2% | -21.6% | -21.6% |
| 7D | -22.2% | -4.5% | -17.7% | -19.4% |
| 30D | -38.3% | -3.9% | -34.4% | -36.7% |
| 3M | -59.4% | -20.2% | -39.2% | -53.1% |
| 6M | -74.4% | -42.2% | -32.2% | -63.5% |
| YTD | -76.0% | -59.3% | -16.7% | -57.9% |
| 1Y | -78.7% | -56.1% | -22.6% | -65.1% |
| 3Y | -30.0% | -73.7% | +43.7% | +64.5% |
| All | -93.6% | -70.1% | -23.6% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling