-83.4%
OPEN vs FE
+53.2%
-136.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.5% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | -21.1% | +6.4% | -27.6% | -23.0% |
| 3M | -52.4% | -0.5% | -51.9% | -52.3% |
| 6M | -65.8% | +4.7% | -70.5% | -66.5% |
| YTD | -69.3% | +8.4% | -77.7% | -70.5% |
| 1Y | -75.2% | +7.2% | -82.5% | -76.1% |
| 3Y | -14.4% | +44.9% | -59.2% | -26.3% |
| 5Y | -92.0% | +46.3% | -138.3% | -93.0% |
| All | -83.4% | +53.2% | -136.7% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling