-83.4%
OPEN vs FICO
+68.5%
-151.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -10.1% |
| 7D | -5.8% | -0.3% | -5.5% | -6.0% |
| 30D | -21.1% | +1.7% | -22.9% | -23.4% |
| 3M | -52.4% | -35.2% | -17.2% | -42.0% |
| 6M | -65.8% | -33.7% | -32.1% | -61.2% |
| YTD | -69.3% | -58.2% | -11.1% | -53.0% |
| 1Y | -75.2% | -56.6% | -18.7% | -63.5% |
| 3Y | -14.4% | -24.0% | +9.6% | -32.5% |
| 5Y | -92.0% | +86.1% | -178.0% | -97.0% |
| All | -83.4% | +68.5% | -151.9% | -93.3% |
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