-65.4%
OPEN vs UMAC
+182.0%
-247.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.2% |
| 7D | -15.0% | -5.2% | -9.8% | -14.5% |
| 30D | -40.2% | -36.4% | -3.8% | -37.7% |
| 3M | -67.4% | -58.6% | -8.8% | -64.8% |
| 6M | -74.0% | -24.6% | -49.4% | -74.1% |
| YTD | -79.6% | -11.5% | -68.1% | -80.3% |
| 1Y | -86.1% | +16.9% | -103.0% | -86.9% |
| All | -65.4% | +182.0% | -247.4% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling