-89.0%
OPEN vs VIVK
-100.0%
+11.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.5% | +3.8% | -3.6% |
| 7D | -15.0% | -57.7% | +42.7% | -14.5% |
| 30D | -40.2% | -87.3% | +47.1% | -39.2% |
| 3M | -67.4% | -98.9% | +31.5% | -66.2% |
| 6M | -74.0% | -100.0% | +25.9% | -72.3% |
| YTD | -79.6% | -100.0% | +20.4% | -78.5% |
| 1Y | -86.1% | -100.0% | +13.9% | -84.8% |
| 3Y | -41.4% | -100.0% | +58.6% | -37.0% |
| 5Y | -94.9% | -100.0% | +5.1% | -94.4% |
| All | -89.0% | -100.0% | +11.0% | -87.7% |
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