-86.9%
OPEN vs FDS
+16.7%
-103.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -21.7% | -5.0% | -16.7% | -18.8% |
| 30D | -36.5% | +13.8% | -50.3% | -40.5% |
| 3M | -59.5% | +14.8% | -74.4% | -62.7% |
| 6M | -71.9% | +47.4% | -119.2% | -78.4% |
| YTD | -75.8% | +14.2% | -90.0% | -78.3% |
| 1Y | -78.5% | +26.6% | -105.2% | -82.5% |
| 3Y | -30.2% | -24.4% | -5.8% | -16.9% |
| 5Y | -93.3% | -22.6% | -70.6% | -92.1% |
| All | -86.9% | +16.7% | -103.7% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling