-49.2%
OPEN vs ECL
+2.9%
-52.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.7% |
| 30D | -11.9% | -2.5% | -9.4% | -9.8% |
| 3M | -28.8% | +8.3% | -37.1% | -35.1% |
| 6M | -38.6% | -1.1% | -37.5% | -37.1% |
| YTD | -47.3% | +6.5% | -53.9% | -56.5% |
| 1Y | -49.2% | +2.1% | -51.3% | -53.8% |
| All | -49.2% | +2.9% | -52.0% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling