+91.0%
SAP vs OPEN
-87.0%
+178.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.8% | +17.6% | -2.7% |
| 7D | -0.7% | -22.2% | +21.6% | +0.7% |
| 30D | +11.1% | -38.3% | +49.4% | +14.2% |
| 3M | +17.0% | -59.4% | +76.4% | +23.3% |
| 6M | +34.8% | -74.4% | +109.2% | +45.7% |
| YTD | -2.2% | -76.0% | +73.8% | +5.5% |
| 1Y | -6.4% | -78.7% | +72.2% | +1.2% |
| 3Y | +75.1% | -30.0% | +105.1% | +55.8% |
| 5Y | +69.8% | -93.7% | +163.6% | +66.4% |
| All | +91.0% | -87.0% | +178.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 all: compounded portfolio wealth divided by compounded OPEN 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…
all analysis · Full analysis span regression · 6 months rolling