-70.8%
OPEN vs TRU
-7.6%
-63.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.6% | +6.0% |
| 7D | -4.3% | -6.8% | +2.5% | +1.7% |
| 30D | -16.2% | 0.0% | -16.3% | -16.5% |
| 3M | -36.4% | +13.3% | -49.7% | -44.3% |
| 6M | -35.5% | +3.4% | -38.9% | -38.8% |
| YTD | -46.0% | -6.4% | -39.6% | -45.2% |
| 1Y | -47.1% | -9.7% | -37.5% | -45.0% |
| 3Y | -19.0% | +0.1% | -19.2% | -28.7% |
| 5Y | -83.6% | -34.0% | -49.5% | -80.5% |
| All | -70.8% | -7.6% | -63.2% | -70.5% |
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 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