-59.4%
OPEN vs XRT
-1.0%
-58.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.7% | -20.1% | -17.9% |
| 7D | -22.2% | +0.9% | -23.1% | -21.7% |
| 30D | -38.3% | +7.9% | -46.3% | -44.4% |
| 3M | -59.4% | -0.2% | -59.2% | -60.0% |
| All | -59.4% | -1.0% | -58.3% | -60.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling