-70.8%
OPEN vs VIVK
-100.0%
+29.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.3% | +13.0% | +0.8% |
| 7D | -4.3% | -1.4% | -2.9% | -4.3% |
| 30D | -16.2% | -43.6% | +27.4% | -15.8% |
| 3M | -36.4% | -95.1% | +58.8% | -34.6% |
| 6M | -35.5% | -98.2% | +62.7% | -33.4% |
| YTD | -46.0% | -97.9% | +52.0% | -44.8% |
| 1Y | -47.1% | -100.0% | +52.8% | -44.0% |
| 3Y | -19.0% | -100.0% | +81.0% | -15.7% |
| 5Y | -83.6% | -100.0% | +16.4% | -82.8% |
| All | -70.8% | -100.0% | +29.2% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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