-81.7%
OPEN vs AUR
-34.9%
-46.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.7% |
| 7D | +1.0% | +19.2% | -18.2% | -6.7% |
| 30D | -11.9% | -7.8% | -4.1% | -9.3% |
| 3M | -28.8% | +4.0% | -32.8% | -30.5% |
| 6M | -38.6% | +45.0% | -83.6% | -49.5% |
| YTD | -47.3% | +69.5% | -116.9% | -59.7% |
| 1Y | -49.2% | +13.0% | -62.2% | -54.1% |
| 3Y | -18.8% | +90.4% | -109.1% | -58.9% |
| 5Y | -83.6% | -34.2% | -49.4% | -90.3% |
| All | -81.7% | -34.9% | -46.8% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling