+42.7%
XLP vs OPEN
-92.5%
+135.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.6% |
| 7D | +3.5% | -5.8% | +9.3% | +3.6% |
| 30D | +11.6% | -21.1% | +32.7% | +11.9% |
| 3M | +7.6% | -52.4% | +60.0% | +8.8% |
| 6M | +10.0% | -65.8% | +75.8% | +11.7% |
| YTD | +19.7% | -69.3% | +89.0% | +21.6% |
| 1Y | +23.5% | -75.2% | +98.7% | +25.7% |
| 3Y | +44.0% | -14.4% | +58.3% | +38.0% |
| 5Y | +42.7% | -92.0% | +134.7% | +37.4% |
| All | +42.7% | -92.5% | +135.2% | +37.4% |
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