-24.1%
OPEN vs AUR
+81.4%
-105.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -5.7% |
| 7D | -10.5% | +0.2% | -10.7% | -10.6% |
| 30D | -21.8% | -8.9% | -12.9% | -19.3% |
| 3M | -37.5% | +4.6% | -42.1% | -38.8% |
| 6M | -44.1% | +44.9% | -89.0% | -52.6% |
| YTD | -52.0% | +64.8% | -116.8% | -61.4% |
| 1Y | -52.2% | +16.4% | -68.6% | -56.7% |
| All | -24.1% | +81.4% | -105.5% | -67.5% |
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