-18.7%
OPEN vs TRU
-2.1%
-16.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -2.9% | -6.5% | +3.6% | +1.6% |
| 30D | -13.8% | -2.5% | -11.3% | -12.5% |
| 3M | -30.9% | +10.4% | -41.2% | -36.4% |
| 6M | -40.9% | +1.6% | -42.6% | -42.4% |
| YTD | -48.5% | -9.7% | -38.8% | -46.1% |
| 1Y | -50.9% | -17.3% | -33.6% | -44.9% |
| All | -18.7% | -2.1% | -16.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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