-93.3%
OPEN vs EFX
-31.6%
-61.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -24.7% | +0.3% | -25.0% | -24.4% |
| 30D | -41.0% | +29.1% | -70.1% | -56.1% |
| 3M | -62.4% | +4.3% | -66.6% | -64.8% |
| 6M | -73.9% | +7.7% | -81.6% | -77.4% |
| YTD | -77.5% | -12.5% | -65.1% | -76.2% |
| 1Y | -83.6% | -8.8% | -74.7% | -83.7% |
| 3Y | -37.0% | +4.3% | -41.4% | -52.7% |
| 5Y | -93.3% | -29.4% | -63.9% | -92.4% |
| All | -93.3% | -31.6% | -61.7% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling