-71.6%
OPEN vs VRSK
+9.1%
-80.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | +1.3% |
| 7D | +1.0% | -9.7% | +10.7% | +8.1% |
| 30D | -11.9% | -8.5% | -3.4% | -6.9% |
| 3M | -28.8% | -1.7% | -27.1% | -30.0% |
| 6M | -38.6% | -17.9% | -20.7% | -31.2% |
| YTD | -47.3% | -21.1% | -26.2% | -39.8% |
| 1Y | -49.2% | -35.1% | -14.0% | -31.5% |
| 3Y | -18.8% | -26.7% | +7.9% | -9.3% |
| 5Y | -83.6% | -12.0% | -71.6% | -85.6% |
| All | -71.6% | +9.1% | -80.7% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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