-32.8%
OPEN vs FICO
-27.0%
-5.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -31.1% | +4.0% | -35.0% | -32.1% |
| 30D | -34.7% | -1.5% | -33.2% | -34.6% |
| 3M | -61.9% | -29.8% | -32.1% | -57.7% |
| 6M | -71.9% | -33.3% | -38.6% | -69.2% |
| YTD | -76.6% | -56.9% | -19.7% | -67.9% |
| 1Y | -83.9% | -59.5% | -24.4% | -77.1% |
| All | -32.8% | -27.0% | -5.8% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling