-47.1%
OPEN vs UMAC
+164.0%
-211.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.3% |
| 7D | -4.3% | -0.9% | -3.3% | -4.1% |
| 30D | -16.2% | -7.7% | -8.6% | -16.1% |
| 3M | -36.4% | -26.4% | -9.9% | -34.2% |
| 6M | -35.5% | +61.9% | -97.3% | -49.2% |
| YTD | -46.0% | +86.5% | -132.5% | -61.0% |
| 1Y | -47.1% | +156.3% | -203.5% | -61.9% |
| All | -47.1% | +164.0% | -211.1% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling