+165.6%
XLF vs OPEN
-71.4%
+237.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -1.3% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | -0.5% | -11.9% | +11.4% | 0.0% |
| 3M | +10.6% | -28.8% | +39.4% | +12.1% |
| 6M | +14.3% | -38.6% | +52.9% | +16.2% |
| YTD | +5.5% | -47.3% | +52.9% | +7.8% |
| 1Y | +9.6% | -49.2% | +58.7% | +10.1% |
| 3Y | +75.2% | -18.8% | +94.0% | +62.2% |
| 5Y | +65.5% | -83.6% | +149.1% | +51.1% |
| All | +165.6% | -71.4% | +237.0% | +135.0% |
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