-86.9%
OPEN vs XRT
+139.9%
-226.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -5.0% |
| 7D | -21.7% | +2.5% | -24.1% | -23.6% |
| 30D | -36.5% | +10.3% | -46.8% | -44.4% |
| 3M | -59.5% | +2.4% | -61.9% | -60.3% |
| 6M | -71.9% | +10.0% | -81.8% | -75.2% |
| YTD | -75.8% | +9.5% | -85.4% | -78.4% |
| 1Y | -78.5% | +17.2% | -95.7% | -82.7% |
| 3Y | -30.2% | +62.0% | -92.2% | -60.8% |
| 5Y | -93.3% | -2.1% | -91.2% | -93.4% |
| All | -86.9% | +139.9% | -226.9% | -90.7% |
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