-89.0%
OPEN vs TRU
-6.1%
-82.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -49.6% |
| 3M | -67.4% | +0.2% | -67.6% | -67.6% |
| 6M | -74.0% | +22.4% | -96.4% | -78.8% |
| YTD | -79.6% | -4.8% | -74.8% | -79.6% |
| 1Y | -86.1% | -0.2% | -85.9% | -86.8% |
| 3Y | -41.4% | +57.9% | -99.3% | -67.1% |
| 5Y | -94.9% | -26.1% | -68.7% | -94.2% |
| All | -89.0% | -6.1% | -82.9% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling