+77.8%
XLU vs OPEN
-71.4%
+149.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | +2.1% | +1.0% | +1.1% | +2.1% |
| 30D | -0.4% | -11.9% | +11.5% | -0.1% |
| 3M | +0.5% | -28.8% | +29.2% | +1.1% |
| 6M | -5.8% | -38.6% | +32.8% | -5.1% |
| YTD | +3.1% | -47.3% | +50.5% | +4.2% |
| 1Y | +8.1% | -49.2% | +57.3% | +8.3% |
| 3Y | +50.5% | -18.8% | +69.3% | +44.7% |
| 5Y | +44.7% | -83.6% | +128.3% | +34.8% |
| All | +77.8% | -71.4% | +149.3% | +60.9% |
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