-18.8%
OPEN vs EFX
-12.5%
-6.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | +0.1% |
| 7D | +1.0% | -7.8% | +8.8% | +8.0% |
| 30D | -11.9% | -5.7% | -6.2% | -7.9% |
| 3M | -28.8% | +2.5% | -31.3% | -32.8% |
| 6M | -38.6% | -16.7% | -21.9% | -29.7% |
| YTD | -47.3% | -20.2% | -27.2% | -38.2% |
| 1Y | -49.2% | -31.4% | -17.8% | -28.0% |
| 3Y | -18.8% | -10.5% | -8.3% | -13.4% |
| All | -18.8% | -12.5% | -6.3% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling