-84.0%
OPEN vs ECL
+31.2%
-115.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.3% | -2.6% | -1.7% | -1.0% |
| 30D | -16.2% | -2.2% | -14.1% | -13.9% |
| 3M | -36.4% | +10.1% | -46.5% | -44.5% |
| 6M | -35.5% | -5.7% | -29.7% | -32.1% |
| YTD | -46.0% | +7.0% | -52.9% | -52.4% |
| 1Y | -47.1% | +2.7% | -49.8% | -50.2% |
| 3Y | -19.0% | +57.7% | -76.7% | -59.1% |
| All | -84.0% | +31.2% | -115.2% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling