-87.9%
OPEN vs UL
+28.6%
-116.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | -24.7% | +2.6% | -27.3% | -25.2% |
| 30D | -41.0% | +6.8% | -47.8% | -42.5% |
| 3M | -62.4% | +5.7% | -68.1% | -63.1% |
| 6M | -73.9% | +15.9% | -89.7% | -75.5% |
| YTD | -77.5% | +4.3% | -81.8% | -78.0% |
| 1Y | -83.6% | -0.4% | -83.1% | -83.6% |
| 3Y | -37.0% | +35.0% | -72.0% | -45.3% |
| 5Y | -93.3% | +31.6% | -124.9% | -94.3% |
| All | -87.9% | +28.6% | -116.4% | -88.8% |
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