+84.3%
XLY vs OPEN
-72.1%
+156.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.1% |
| 7D | -2.1% | -2.9% | +0.8% | -1.8% |
| 30D | -6.0% | -13.8% | +7.8% | -4.8% |
| 3M | -2.7% | -30.9% | +28.1% | +0.1% |
| 6M | -1.5% | -40.9% | +39.5% | +2.4% |
| YTD | -5.4% | -48.5% | +43.1% | -1.0% |
| 1Y | -3.8% | -50.9% | +47.1% | -2.6% |
| 3Y | +36.6% | -20.6% | +57.2% | +17.1% |
| 5Y | +27.4% | -84.2% | +111.5% | +13.7% |
| All | +84.3% | -72.1% | +156.4% | +54.8% |
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 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