+221.3%
FITB vs OPEN
-87.8%
+309.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +0.2% |
| 7D | +0.5% | -24.7% | +25.2% | +2.1% |
| 30D | +7.0% | -41.0% | +48.0% | +10.3% |
| 3M | -4.4% | -62.4% | +58.0% | +1.4% |
| 6M | +11.6% | -73.9% | +85.4% | +20.6% |
| YTD | +18.6% | -77.5% | +96.1% | +28.8% |
| 1Y | +29.8% | -83.6% | +113.4% | +43.3% |
| 3Y | +140.7% | -37.0% | +177.7% | +116.3% |
| 5Y | +48.6% | -93.3% | +141.9% | +36.4% |
| All | +221.3% | -87.8% | +309.1% | +172.2% |
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