-1.8%
XLY vs OPEN
-45.2%
+43.4%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.2% | +0.5% |
| 7D | -3.9% | -10.5% | +6.7% | -2.3% |
| 30D | -6.1% | -21.8% | +15.7% | -2.8% |
| 3M | -1.2% | -37.5% | +36.3% | +4.9% |
| 6M | -1.8% | -44.1% | +42.3% | +4.8% |
| All | -1.8% | -45.2% | +43.4% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling