-13.0%
XYZ vs OPEN
-87.0%
+74.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.8% | +23.5% | +6.3% |
| 7D | +12.1% | -22.2% | +34.4% | +17.5% |
| 30D | +12.4% | -38.3% | +50.7% | +23.1% |
| 3M | +8.2% | -59.4% | +67.5% | +29.0% |
| 6M | +20.7% | -74.4% | +95.0% | +56.6% |
| YTD | +31.3% | -76.0% | +107.3% | +69.9% |
| 1Y | +20.5% | -78.7% | +99.2% | +56.9% |
| 3Y | +72.6% | -30.0% | +102.6% | +14.1% |
| 5Y | -64.0% | -93.7% | +29.7% | -61.4% |
| All | -13.0% | -87.0% | +74.0% | -22.8% |
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