-37.0%
OPEN vs FE
+47.6%
-84.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -24.7% | -0.5% | -24.2% | -24.4% |
| 30D | -41.0% | +4.3% | -45.3% | -42.3% |
| 3M | -62.4% | +0.4% | -62.7% | -62.4% |
| 6M | -73.9% | +6.9% | -80.8% | -75.2% |
| YTD | -77.5% | +8.0% | -85.5% | -79.1% |
| 1Y | -83.6% | +4.8% | -88.4% | -84.3% |
| 3Y | -37.0% | +49.0% | -86.0% | -61.6% |
| All | -37.0% | +47.6% | -84.6% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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