+5.3%
SE vs OPEN
-70.7%
+76.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -6.1% | -4.3% | -1.8% | -5.3% |
| 30D | -2.5% | -16.2% | +13.8% | +0.9% |
| 3M | +21.7% | -36.4% | +58.1% | +31.7% |
| 6M | +27.0% | -35.5% | +62.5% | +36.3% |
| YTD | -12.1% | -46.0% | +33.8% | -3.5% |
| 1Y | -40.9% | -47.1% | +6.2% | -40.2% |
| 3Y | +191.0% | -19.0% | +210.0% | +101.1% |
| 5Y | -68.3% | -83.6% | +15.3% | -72.4% |
| All | +5.3% | -70.7% | +76.0% | -14.4% |
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