-70.8%
OPEN vs ECL
+45.8%
-116.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.3% | -2.6% | -1.7% | -1.4% |
| 30D | -16.2% | -2.2% | -14.1% | -14.2% |
| 3M | -36.4% | +10.1% | -46.5% | -43.4% |
| 6M | -35.5% | -5.7% | -29.7% | -32.5% |
| YTD | -46.0% | +7.0% | -52.9% | -51.3% |
| 1Y | -47.1% | +2.7% | -49.8% | -49.6% |
| 3Y | -19.0% | +57.7% | -76.7% | -52.9% |
| 5Y | -83.6% | +31.1% | -114.7% | -90.0% |
| All | -70.8% | +45.8% | -116.6% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling