-12.7%
OPEN vs UMAC
+508.0%
-520.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | -1.6% |
| 7D | -2.9% | +3.3% | -6.2% | -3.3% |
| 30D | -13.8% | -10.4% | -3.4% | -13.4% |
| 3M | -30.9% | +1.8% | -32.6% | -32.1% |
| 6M | -40.9% | +40.7% | -81.7% | -45.1% |
| YTD | -48.5% | +90.9% | -139.4% | -53.8% |
| 1Y | -50.9% | +151.8% | -202.7% | -57.1% |
| All | -12.7% | +508.0% | -520.7% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling