+172.7%
XLF vs OPEN
-87.3%
+260.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.4% |
| 7D | -1.0% | -31.1% | +30.1% | +0.6% |
| 30D | +6.5% | -34.7% | +41.2% | +8.3% |
| 3M | +1.8% | -61.9% | +63.7% | +6.0% |
| 6M | +15.4% | -71.9% | +87.2% | +21.4% |
| YTD | +8.4% | -76.6% | +84.9% | +14.5% |
| 1Y | +11.9% | -83.9% | +95.8% | +19.9% |
| 3Y | +81.1% | -34.4% | +115.5% | +68.4% |
| 5Y | +59.5% | -93.9% | +153.4% | +50.7% |
| All | +172.7% | -87.3% | +260.0% | +149.5% |
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