-72.2%
OPEN vs FANG
+459.4%
-531.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | -13.8% | +2.4% | -16.2% | -14.2% |
| 3M | -30.9% | +4.9% | -35.8% | -31.8% |
| 6M | -40.9% | +12.0% | -53.0% | -42.7% |
| YTD | -48.5% | +37.1% | -85.6% | -51.8% |
| 1Y | -50.9% | +52.3% | -103.2% | -55.0% |
| 3Y | -20.6% | +45.0% | -65.6% | -27.3% |
| 5Y | -84.2% | +231.0% | -315.1% | -85.7% |
| All | -72.2% | +459.4% | -531.6% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling