-42.9%
TER vs OPEN
-73.5%
+30.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.8% | +24.4% | +5.4% |
| 7D | -20.5% | -22.2% | +1.8% | -17.7% |
| 30D | -47.0% | -38.3% | -8.7% | -42.4% |
| 3M | -43.3% | -59.4% | +16.1% | -31.9% |
| 6M | -42.9% | -74.4% | +31.5% | -24.8% |
| All | -42.9% | -73.5% | +30.6% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling