-41.4%
OPEN vs AUR
+130.1%
-171.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.5% |
| 7D | -15.0% | -4.5% | -10.5% | -13.4% |
| 30D | -40.2% | -16.6% | -23.6% | -36.9% |
| 3M | -67.4% | -38.5% | -28.9% | -61.7% |
| 6M | -74.0% | -49.9% | -24.1% | -67.1% |
| YTD | -79.6% | +9.6% | -89.2% | -81.1% |
| 1Y | -86.1% | +1.2% | -87.3% | -86.8% |
| 3Y | -41.4% | +128.8% | -170.2% | -73.9% |
| All | -41.4% | +130.1% | -171.4% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling