-82.3%
OPEN vs FDS
+26.9%
-109.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -21.7% | -5.0% | -16.7% | -20.6% |
| 30D | -36.5% | +13.8% | -50.3% | -37.5% |
| 3M | -59.5% | +14.8% | -74.4% | -60.3% |
| 6M | -71.9% | +47.4% | -119.2% | -73.4% |
| YTD | -75.8% | +14.2% | -90.0% | -77.5% |
| All | -82.3% | +26.9% | -109.2% | -82.9% |
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