-94.7%
OPEN vs TRU
-26.5%
-68.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.8% |
| 7D | -15.0% | 0.0% | -15.0% | -14.9% |
| 30D | -40.2% | +21.3% | -61.5% | -50.3% |
| 3M | -67.4% | +0.2% | -67.6% | -67.7% |
| 6M | -74.0% | +22.4% | -96.4% | -79.2% |
| YTD | -79.6% | -4.8% | -74.8% | -79.7% |
| 1Y | -86.1% | -0.2% | -85.9% | -87.0% |
| 3Y | -41.4% | +57.9% | -99.3% | -71.1% |
| All | -94.7% | -26.5% | -68.3% | -92.5% |
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