-70.8%
OPEN vs FFIV
+178.6%
-249.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +1.0% |
| 7D | -4.3% | -1.0% | -3.3% | -3.5% |
| 30D | -16.2% | -5.1% | -11.2% | -13.1% |
| 3M | -36.4% | -4.5% | -31.9% | -34.2% |
| 6M | -35.5% | +36.5% | -71.9% | -53.4% |
| YTD | -46.0% | +53.0% | -98.9% | -65.8% |
| 1Y | -47.1% | +24.2% | -71.4% | -58.8% |
| 3Y | -19.0% | +137.2% | -156.2% | -69.7% |
| 5Y | -83.6% | +91.8% | -175.4% | -92.6% |
| All | -70.8% | +178.6% | -249.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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