-86.9%
OPEN vs Z
-49.5%
-37.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -2.6% |
| 7D | -21.7% | -5.2% | -16.5% | -17.3% |
| 30D | -36.5% | +5.7% | -42.2% | -39.1% |
| 3M | -59.5% | -8.7% | -50.8% | -56.5% |
| 6M | -71.9% | -26.0% | -45.9% | -63.6% |
| YTD | -75.8% | -55.0% | -20.8% | -53.4% |
| 1Y | -78.5% | -58.0% | -20.5% | -56.2% |
| 3Y | -30.2% | -15.2% | -15.0% | -26.0% |
| 5Y | -93.3% | -53.8% | -39.5% | -87.7% |
| All | -86.9% | -49.5% | -37.4% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling