-24.1%
OPEN vs FANG
+45.6%
-69.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.0% | -6.9% |
| 7D | -10.5% | +1.2% | -11.8% | -10.7% |
| 30D | -21.8% | +2.4% | -24.2% | -22.2% |
| 3M | -37.5% | +5.1% | -42.6% | -38.3% |
| 6M | -44.1% | +16.4% | -60.5% | -46.8% |
| YTD | -52.0% | +39.0% | -90.9% | -56.5% |
| 1Y | -52.2% | +50.6% | -102.8% | -57.8% |
| All | -24.1% | +45.6% | -69.7% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling