-89.0%
OPEN vs Z
-50.9%
-38.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -6.7% |
| 7D | -15.0% | +0.8% | -15.8% | -15.6% |
| 30D | -40.2% | +5.2% | -45.4% | -42.4% |
| 3M | -67.4% | -17.0% | -50.4% | -61.8% |
| 6M | -74.0% | -22.7% | -51.4% | -67.6% |
| YTD | -79.6% | -56.3% | -23.3% | -59.7% |
| 1Y | -86.1% | -57.7% | -28.4% | -71.9% |
| 3Y | -41.4% | -16.5% | -24.8% | -36.9% |
| 5Y | -94.9% | -53.4% | -41.5% | -90.6% |
| All | -89.0% | -50.9% | -38.0% | -75.9% |
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