-87.4%
OPEN vs UL
+27.2%
-114.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | -31.1% | -1.7% | -29.4% | -30.3% |
| 30D | -34.7% | +4.5% | -39.2% | -35.7% |
| 3M | -61.9% | +5.5% | -67.3% | -62.6% |
| 6M | -71.9% | +17.0% | -88.9% | -73.7% |
| YTD | -76.6% | +3.2% | -79.8% | -76.9% |
| 1Y | -83.9% | -1.9% | -82.0% | -83.8% |
| 3Y | -34.4% | +33.6% | -67.9% | -42.7% |
| 5Y | -93.9% | +31.5% | -125.4% | -94.8% |
| All | -87.4% | +27.2% | -114.6% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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