-83.6%
OPEN vs EFX
-35.1%
-48.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | +0.9% |
| 7D | +1.0% | -7.8% | +8.8% | +10.0% |
| 30D | -11.9% | -5.7% | -6.2% | -6.8% |
| 3M | -28.8% | +2.5% | -31.3% | -34.2% |
| 6M | -38.6% | -16.7% | -21.9% | -28.5% |
| YTD | -47.3% | -20.2% | -27.2% | -37.6% |
| 1Y | -49.2% | -31.4% | -17.8% | -25.1% |
| 3Y | -18.8% | -10.5% | -8.3% | -23.6% |
| 5Y | -83.6% | -35.2% | -48.4% | -77.7% |
| All | -83.6% | -35.1% | -48.5% | -77.7% |
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