-83.8%
OPEN vs TRU
-35.9%
-47.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | +0.2% |
| 7D | +1.0% | -7.2% | +8.2% | +8.1% |
| 30D | -11.9% | -2.8% | -9.1% | -9.9% |
| 3M | -28.8% | +13.0% | -41.8% | -38.2% |
| 6M | -38.6% | +0.7% | -39.3% | -40.7% |
| YTD | -47.3% | -9.0% | -38.3% | -45.2% |
| 1Y | -49.2% | -16.3% | -32.9% | -42.5% |
| 3Y | -18.8% | -1.1% | -17.7% | -29.7% |
| All | -83.8% | -35.9% | -47.9% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling