-41.4%
OPEN vs FDS
-23.3%
-18.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -15.0% | +1.5% | -16.5% | -15.3% |
| 30D | -40.2% | +14.8% | -55.0% | -42.0% |
| 3M | -67.4% | +16.3% | -83.7% | -68.6% |
| 6M | -74.0% | +66.2% | -140.2% | -77.7% |
| YTD | -79.6% | +16.2% | -95.8% | -80.2% |
| 1Y | -86.1% | +21.8% | -107.9% | -86.9% |
| 3Y | -41.4% | -23.9% | -17.5% | -32.2% |
| All | -41.4% | -23.3% | -18.1% | -32.2% |
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 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