-84.0%
OPEN vs BURL
-11.0%
-73.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.0% |
| 7D | -4.3% | -2.8% | -1.5% | -2.6% |
| 30D | -16.2% | -28.2% | +11.9% | +2.5% |
| 3M | -36.4% | -17.6% | -18.8% | -29.1% |
| 6M | -35.5% | -11.8% | -23.7% | -32.5% |
| YTD | -46.0% | -8.1% | -37.8% | -45.0% |
| 1Y | -47.1% | -12.0% | -35.2% | -46.0% |
| 3Y | -19.0% | +63.3% | -82.3% | -46.1% |
| All | -84.0% | -11.0% | -73.1% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling