-84.0%
OPEN vs XRT
-1.0%
-83.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -1.3% |
| 7D | -4.3% | +0.8% | -5.1% | -5.7% |
| 30D | -16.2% | -4.2% | -12.0% | -9.0% |
| 3M | -36.4% | +5.1% | -41.5% | -42.4% |
| 6M | -35.5% | +2.4% | -37.9% | -39.1% |
| YTD | -46.0% | +3.2% | -49.2% | -49.3% |
| 1Y | -47.1% | +1.5% | -48.7% | -48.1% |
| 3Y | -19.0% | +40.6% | -59.6% | -54.5% |
| All | -84.0% | -1.0% | -83.0% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling