-70.8%
OPEN vs UL
+24.2%
-95.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.3% | -1.3% | -2.9% | -3.7% |
| 30D | -16.2% | +0.5% | -16.7% | -16.4% |
| 3M | -36.4% | +17.6% | -54.0% | -40.9% |
| 6M | -35.5% | -5.4% | -30.1% | -34.0% |
| YTD | -46.0% | +0.7% | -46.7% | -46.4% |
| 1Y | -47.1% | -9.3% | -37.9% | -44.9% |
| 3Y | -19.0% | +24.5% | -43.6% | -27.4% |
| 5Y | -83.6% | +23.2% | -106.8% | -85.8% |
| All | -70.8% | +24.2% | -95.0% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling