-30.0%
OPEN vs FDS
-23.2%
-6.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -3.7% | -18.1% | -20.7% |
| 7D | -22.2% | -0.5% | -21.7% | -21.8% |
| 30D | -38.3% | +20.2% | -58.5% | -40.9% |
| 3M | -59.4% | +19.9% | -79.2% | -61.1% |
| 6M | -74.4% | +56.2% | -130.5% | -77.6% |
| YTD | -76.0% | +14.6% | -90.5% | -76.6% |
| 1Y | -78.7% | +31.6% | -110.3% | -80.6% |
| 3Y | -30.0% | -23.8% | -6.2% | -18.0% |
| All | -30.0% | -23.2% | -6.8% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling