+222.7%
FITB vs OPEN
-70.7%
+293.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +0.6% | -4.3% | +4.9% | +0.9% |
| 30D | -4.7% | -16.2% | +11.5% | -3.7% |
| 3M | +6.7% | -36.4% | +43.0% | +9.4% |
| 6M | +12.6% | -35.5% | +48.0% | +15.0% |
| YTD | +19.1% | -46.0% | +65.1% | +22.6% |
| 1Y | +22.6% | -47.1% | +69.8% | +22.8% |
| 3Y | +127.1% | -19.0% | +146.1% | +101.7% |
| 5Y | +71.8% | -83.6% | +155.4% | +49.6% |
| All | +222.7% | -70.7% | +293.4% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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