+169.4%
SPY vs OPEN
-70.7%
+240.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.1% | -4.3% | +4.4% | +0.4% |
| 30D | +0.1% | -16.2% | +16.3% | +1.0% |
| 3M | +2.0% | -36.4% | +38.4% | +4.4% |
| 6M | +13.0% | -35.5% | +48.5% | +15.2% |
| YTD | +13.5% | -46.0% | +59.5% | +16.6% |
| 1Y | +20.0% | -47.1% | +67.1% | +20.3% |
| 3Y | +77.2% | -19.0% | +96.2% | +59.8% |
| 5Y | +81.9% | -83.6% | +165.5% | +66.3% |
| All | +169.4% | -70.7% | +240.1% | +134.4% |
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