+307.4%
XLE vs OPEN
-70.7%
+378.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +2.2% | -4.3% | +6.5% | +2.3% |
| 30D | +11.8% | -16.2% | +28.0% | +12.1% |
| 3M | +9.8% | -36.4% | +46.2% | +10.6% |
| 6M | +15.6% | -35.5% | +51.0% | +16.2% |
| YTD | +45.3% | -46.0% | +91.2% | +46.5% |
| 1Y | +48.3% | -47.1% | +95.5% | +48.3% |
| 3Y | +55.4% | -19.0% | +74.5% | +49.0% |
| 5Y | +216.1% | -83.6% | +299.7% | +198.8% |
| All | +307.4% | -70.7% | +378.1% | +261.8% |
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 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