-87.0%
OPEN vs XRT
+131.5%
-218.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.7% | -20.1% | -19.1% |
| 7D | -22.2% | +0.9% | -23.1% | -22.2% |
| 30D | -38.3% | +7.9% | -46.3% | -44.0% |
| 3M | -59.4% | -0.2% | -59.2% | -58.4% |
| 6M | -74.4% | +5.6% | -79.9% | -75.9% |
| YTD | -76.0% | +5.7% | -81.7% | -77.3% |
| 1Y | -78.7% | +14.6% | -93.2% | -82.2% |
| 3Y | -30.0% | +50.7% | -80.7% | -56.2% |
| 5Y | -93.7% | -4.8% | -88.9% | -93.5% |
| All | -87.0% | +131.5% | -218.5% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling