-78.9%
OPEN vs VSXY
+37.4%
-116.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.3% |
| 7D | -4.3% | -14.0% | +9.7% | +0.9% |
| 30D | -16.2% | -15.9% | -0.3% | -11.5% |
| 3M | -36.4% | +3.4% | -39.8% | -38.5% |
| 6M | -35.5% | +25.9% | -61.4% | -46.2% |
| YTD | -46.0% | +39.5% | -85.5% | -57.0% |
| 1Y | -47.1% | +194.4% | -241.5% | -70.4% |
| 3Y | -19.0% | +281.4% | -300.4% | -65.2% |
| 5Y | -83.6% | +12.8% | -96.4% | -88.9% |
| All | -78.9% | +37.4% | -116.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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