+109.4%
XLB vs OPEN
-87.0%
+196.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -21.8% | +21.1% | +0.5% |
| 7D | -1.5% | -22.2% | +20.7% | -0.3% |
| 30D | +6.1% | -38.3% | +44.4% | +8.5% |
| 3M | 0.0% | -59.4% | +59.4% | +4.6% |
| 6M | 0.0% | -74.4% | +74.3% | +6.7% |
| YTD | +16.0% | -76.0% | +92.0% | +23.7% |
| 1Y | +24.7% | -78.7% | +103.4% | +33.3% |
| 3Y | +40.4% | -30.0% | +70.4% | +28.2% |
| 5Y | +30.7% | -93.7% | +124.4% | +25.7% |
| All | +109.4% | -87.0% | +196.4% | +88.0% |
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 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