-41.4%
OPEN vs Z
-18.1%
-23.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -6.6% |
| 7D | -15.0% | +0.8% | -15.8% | -15.6% |
| 30D | -40.2% | +5.2% | -45.4% | -42.2% |
| 3M | -67.4% | -17.0% | -50.4% | -62.0% |
| 6M | -74.0% | -22.7% | -51.4% | -67.9% |
| YTD | -79.6% | -56.3% | -23.3% | -60.6% |
| 1Y | -86.1% | -57.7% | -28.4% | -72.5% |
| 3Y | -41.4% | -16.5% | -24.8% | -33.7% |
| All | -41.4% | -18.1% | -23.3% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling