-70.8%
OPEN vs EFX
+9.8%
-80.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +6.8% |
| 7D | -4.3% | -8.6% | +4.4% | +4.1% |
| 30D | -16.2% | +0.1% | -16.3% | -17.0% |
| 3M | -36.4% | +3.8% | -40.2% | -41.0% |
| 6M | -35.5% | -13.5% | -21.9% | -28.7% |
| YTD | -46.0% | -17.7% | -28.3% | -38.9% |
| 1Y | -47.1% | -25.6% | -21.6% | -31.8% |
| 3Y | -19.0% | -12.1% | -6.9% | -14.3% |
| 5Y | -83.6% | -33.8% | -49.8% | -79.7% |
| All | -70.8% | +9.8% | -80.7% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling