-71.4%
OPEN vs FDS
+31.1%
-102.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.9% | +10.9% | +13.2% |
| 7D | +3.7% | +9.4% | -5.8% | +2.0% |
| 30D | -14.3% | +23.8% | -38.1% | -17.3% |
| 3M | -51.9% | +25.1% | -77.1% | -53.8% |
| 6M | -61.4% | +53.8% | -115.2% | -64.3% |
| YTD | -66.0% | +19.6% | -85.6% | -67.8% |
| 1Y | -71.4% | +31.6% | -103.0% | -74.2% |
| All | -71.4% | +31.1% | -102.5% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling