-70.8%
OPEN vs VICR
+176.3%
-247.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | -1.6% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -16.2% | -13.9% | -2.3% | -12.3% |
| 3M | -36.4% | -38.4% | +2.0% | -26.7% |
| 6M | -35.5% | -7.2% | -28.2% | -42.4% |
| YTD | -46.0% | +72.0% | -118.0% | -64.1% |
| 1Y | -47.1% | +263.3% | -310.4% | -76.4% |
| 3Y | -19.0% | +173.3% | -192.3% | -65.1% |
| 5Y | -83.6% | +47.3% | -130.9% | -91.3% |
| All | -70.8% | +176.3% | -247.2% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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