-71.4%
OPEN vs AUR
-17.4%
-54.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.4% | +18.2% | +15.8% |
| 7D | +3.7% | -19.8% | +23.5% | +13.9% |
| 30D | -14.3% | -29.0% | +14.8% | -0.2% |
| 3M | -51.9% | -43.6% | -8.4% | -38.2% |
| 6M | -61.4% | -36.6% | -24.8% | -53.7% |
| YTD | -66.0% | +6.3% | -72.3% | -70.7% |
| 1Y | -71.4% | -9.0% | -62.4% | -72.7% |
| All | -71.4% | -17.4% | -54.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling