-41.4%
OPEN vs ECL
+79.8%
-121.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -5.2% |
| 7D | -15.0% | +2.9% | -17.9% | -17.3% |
| 30D | -40.2% | +7.5% | -47.7% | -43.4% |
| 3M | -67.4% | +12.2% | -79.6% | -70.4% |
| 6M | -74.0% | +24.6% | -98.6% | -78.9% |
| YTD | -79.6% | +18.8% | -98.3% | -83.0% |
| 1Y | -86.1% | +19.3% | -105.4% | -88.5% |
| 3Y | -41.4% | +78.2% | -119.6% | -64.0% |
| All | -41.4% | +79.8% | -121.2% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling