-94.7%
OPEN vs XRT
-4.8%
-89.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.5% |
| 7D | -15.0% | +1.7% | -16.7% | -17.9% |
| 30D | -40.2% | +7.5% | -47.7% | -47.0% |
| 3M | -67.4% | +2.2% | -69.6% | -68.1% |
| 6M | -74.0% | +14.7% | -88.7% | -79.8% |
| YTD | -79.6% | +7.5% | -87.1% | -82.0% |
| 1Y | -86.1% | +14.1% | -100.2% | -89.2% |
| 3Y | -41.4% | +58.8% | -100.2% | -74.5% |
| All | -94.7% | -4.8% | -89.9% | -94.0% |
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 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