-89.0%
OPEN vs EFX
+16.7%
-105.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -4.3% |
| 7D | -15.0% | -0.8% | -14.2% | -14.3% |
| 30D | -40.2% | +25.1% | -65.3% | -52.0% |
| 3M | -67.4% | +1.7% | -69.1% | -68.3% |
| 6M | -74.0% | +18.4% | -92.4% | -79.0% |
| YTD | -79.6% | -12.5% | -67.1% | -78.3% |
| 1Y | -86.1% | -8.1% | -78.0% | -86.1% |
| 3Y | -41.4% | +4.8% | -46.2% | -48.7% |
| 5Y | -94.9% | -30.1% | -64.7% | -94.1% |
| All | -89.0% | +16.7% | -105.7% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling