-74.2%
OPEN vs FANG
+465.9%
-540.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -11.4% | +2.9% | -14.3% | -11.8% |
| 30D | -20.1% | +2.6% | -22.7% | -20.5% |
| 3M | -37.6% | +7.6% | -45.2% | -38.7% |
| 6M | -47.1% | +17.3% | -64.4% | -49.0% |
| YTD | -52.1% | +38.7% | -90.8% | -55.3% |
| 1Y | -73.5% | +51.6% | -125.1% | -75.6% |
| 3Y | -24.4% | +50.0% | -74.4% | -31.1% |
| 5Y | -85.1% | +237.6% | -322.7% | -86.6% |
| All | -74.2% | +465.9% | -540.1% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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