-71.6%
OPEN vs Z
-46.7%
-24.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | +3.1% |
| 7D | +1.0% | -3.3% | +4.2% | +3.6% |
| 30D | -11.9% | -3.7% | -8.2% | -9.8% |
| 3M | -28.8% | -7.0% | -21.8% | -25.0% |
| 6M | -38.6% | -29.5% | -9.1% | -17.7% |
| YTD | -47.3% | -52.6% | +5.2% | -3.5% |
| 1Y | -49.2% | -64.0% | +14.8% | +20.6% |
| 3Y | -18.8% | -36.4% | +17.7% | +12.6% |
| 5Y | -83.6% | -65.8% | -17.9% | -66.3% |
| All | -71.6% | -46.7% | -24.9% | -42.3% |
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