-86.8%
OPENL vs SPY
+11.4%
-98.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.6% | -12.4% | -10.5% |
| 7D | -25.6% | -2.0% | -23.7% | -18.7% |
| 30D | -43.5% | -1.7% | -41.9% | -39.1% |
| 3M | -65.2% | +4.7% | -69.9% | -69.0% |
| 6M | -75.9% | +12.5% | -88.4% | -82.0% |
| YTD | -83.3% | +11.7% | -95.0% | -87.1% |
| All | -86.8% | +11.4% | -98.2% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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