-86.9%
OPEN vs ECL
+60.5%
-147.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -1.5% |
| 7D | -21.7% | -0.5% | -21.1% | -20.4% |
| 30D | -36.5% | +8.8% | -45.3% | -41.4% |
| 3M | -59.5% | +7.8% | -67.4% | -62.4% |
| 6M | -71.9% | +21.3% | -93.2% | -77.3% |
| YTD | -75.8% | +17.8% | -93.6% | -80.2% |
| 1Y | -78.5% | +21.1% | -99.6% | -83.0% |
| 3Y | -30.2% | +80.1% | -110.3% | -64.8% |
| 5Y | -93.3% | +40.5% | -133.8% | -96.2% |
| All | -86.9% | +60.5% | -147.5% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling