+22.5%
XLB vs OPEN
-83.9%
+106.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | 0.0% |
| 7D | -1.6% | -31.1% | +29.4% | +1.0% |
| 30D | +7.2% | -34.7% | +41.9% | +10.2% |
| 3M | 0.0% | -61.9% | +61.9% | +6.8% |
| 6M | +2.3% | -71.9% | +74.2% | +10.9% |
| YTD | +18.4% | -76.6% | +95.0% | +29.6% |
| All | +22.5% | -83.9% | +106.4% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling