-87.0%
OPEN vs STLA
-23.1%
-63.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -53.2% |
| 6M | -74.4% | -42.2% | -32.2% | -63.8% |
| YTD | -76.0% | -59.3% | -16.7% | -58.6% |
| 1Y | -78.7% | -56.1% | -22.6% | -65.5% |
| 3Y | -30.0% | -73.7% | +43.7% | +58.5% |
| 5Y | -93.7% | -70.3% | -23.4% | -87.7% |
| All | -87.0% | -23.1% | -63.9% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling