-49.2%
OPEN vs XRT
-1.4%
-47.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | +1.2% |
| 7D | +1.0% | -0.3% | +1.2% | +1.4% |
| 30D | -11.9% | -5.6% | -6.3% | -2.7% |
| 3M | -28.8% | +2.5% | -31.3% | -32.3% |
| 6M | -38.6% | +3.7% | -42.3% | -43.2% |
| YTD | -47.3% | +1.0% | -48.3% | -48.1% |
| 1Y | -49.2% | -1.2% | -48.0% | -30.7% |
| All | -49.2% | -1.4% | -47.8% | -30.7% |
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 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