-87.0%
OPEN vs FICO
+67.8%
-154.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.5% |
| 7D | -22.2% | -0.9% | -21.3% | -22.0% |
| 30D | -38.3% | +3.3% | -41.7% | -40.6% |
| 3M | -59.4% | -31.7% | -27.6% | -52.3% |
| 6M | -74.4% | -34.0% | -40.4% | -70.9% |
| YTD | -76.0% | -58.3% | -17.7% | -63.1% |
| 1Y | -78.7% | -57.9% | -20.7% | -67.6% |
| 3Y | -30.0% | -24.1% | -5.9% | -44.8% |
| 5Y | -93.7% | +85.3% | -179.0% | -97.6% |
| All | -87.0% | +67.8% | -154.8% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling