-71.4%
OPEN vs XRT
+18.0%
-89.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +5.5% | +8.3% | +4.7% |
| 7D | +3.7% | +8.0% | -4.4% | -8.3% |
| 30D | -14.3% | +13.0% | -27.3% | -28.8% |
| 3M | -51.9% | +1.7% | -53.6% | -53.1% |
| 6M | -61.4% | +12.6% | -74.0% | -67.6% |
| YTD | -66.0% | +10.7% | -76.7% | -70.4% |
| 1Y | -71.4% | +18.4% | -89.8% | -78.2% |
| All | -71.4% | +18.0% | -89.4% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling