-71.6%
OPEN vs FDS
+3.3%
-74.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -0.1% |
| 7D | +1.0% | -5.4% | +6.4% | +4.1% |
| 30D | -11.9% | +1.6% | -13.5% | -13.1% |
| 3M | -28.8% | +17.7% | -46.5% | -37.0% |
| 6M | -38.6% | +29.1% | -67.7% | -49.9% |
| YTD | -47.3% | +1.0% | -48.3% | -49.4% |
| 1Y | -49.2% | -21.6% | -27.5% | -40.8% |
| 3Y | -18.8% | -30.1% | +11.3% | -0.7% |
| 5Y | -83.6% | -20.7% | -62.9% | -80.2% |
| All | -71.6% | +3.3% | -74.8% | -68.1% |
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