-87.9%
OPEN vs Z
-52.3%
-35.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -2.2% |
| 7D | -24.7% | -6.5% | -18.3% | -19.5% |
| 30D | -41.0% | -0.1% | -40.9% | -40.5% |
| 3M | -62.4% | -14.1% | -48.2% | -57.2% |
| 6M | -73.9% | -30.1% | -43.8% | -64.4% |
| YTD | -77.5% | -57.5% | -20.0% | -54.5% |
| 1Y | -83.6% | -60.3% | -23.2% | -64.8% |
| 3Y | -37.0% | -21.0% | -16.0% | -28.8% |
| 5Y | -93.3% | -54.9% | -38.4% | -87.4% |
| All | -87.9% | -52.3% | -35.6% | -72.8% |
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