+36.5%
XLB vs OPEN
-83.7%
+120.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -1.4% | -4.3% | +2.9% | -1.2% |
| 30D | -0.4% | -16.2% | +15.8% | +0.6% |
| 3M | +2.0% | -36.4% | +38.3% | +4.3% |
| 6M | +1.8% | -35.5% | +37.3% | +3.7% |
| YTD | +16.6% | -46.0% | +62.6% | +19.6% |
| 1Y | +16.9% | -47.1% | +64.1% | +17.2% |
| 3Y | +32.6% | -19.0% | +51.6% | +20.2% |
| All | +36.5% | -83.7% | +120.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling