-70.8%
OPEN vs URA
+431.9%
-502.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.1% |
| 7D | -4.3% | +1.1% | -5.3% | -4.9% |
| 30D | -16.2% | +7.4% | -23.6% | -20.1% |
| 3M | -36.4% | -8.4% | -28.0% | -33.0% |
| 6M | -35.5% | -12.7% | -22.7% | -31.1% |
| YTD | -46.0% | +7.8% | -53.8% | -50.6% |
| 1Y | -47.1% | +19.5% | -66.6% | -55.6% |
| 3Y | -19.0% | +116.4% | -135.4% | -58.2% |
| 5Y | -83.6% | +134.3% | -217.9% | -92.0% |
| All | -70.8% | +431.9% | -502.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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