-72.2%
OPEN vs XRT
+117.6%
-189.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | +0.2% |
| 7D | -2.9% | -2.4% | -0.5% | +0.8% |
| 30D | -13.8% | -6.9% | -6.8% | -3.9% |
| 3M | -30.9% | -0.4% | -30.5% | -30.5% |
| 6M | -40.9% | +2.2% | -43.2% | -43.0% |
| YTD | -48.5% | -0.7% | -47.9% | -47.7% |
| 1Y | -50.9% | -2.0% | -48.9% | -48.3% |
| 3Y | -20.6% | +41.0% | -61.7% | -45.9% |
| 5Y | -84.2% | -3.3% | -80.9% | -82.8% |
| All | -72.2% | +117.6% | -189.8% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling