-18.5%
OPEN vs UMAC
+488.3%
-506.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.4% | -6.3% |
| 7D | -10.5% | -4.0% | -6.5% | -10.2% |
| 30D | -21.8% | -9.4% | -12.4% | -21.5% |
| 3M | -37.5% | +3.0% | -40.5% | -38.6% |
| 6M | -44.1% | +27.2% | -71.3% | -47.5% |
| YTD | -52.0% | +84.7% | -136.7% | -56.7% |
| 1Y | -52.2% | +136.5% | -188.7% | -58.0% |
| All | -18.5% | +488.3% | -506.7% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling