-70.8%
OPEN vs FICO
+122.0%
-192.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | +11.5% |
| 7D | -4.3% | -19.2% | +14.9% | +8.4% |
| 30D | -16.2% | -14.6% | -1.6% | -8.7% |
| 3M | -36.4% | -20.1% | -16.3% | -30.7% |
| 6M | -35.5% | -36.3% | +0.9% | -20.3% |
| YTD | -46.0% | -44.9% | -1.1% | -26.0% |
| 1Y | -47.1% | -38.6% | -8.5% | -34.2% |
| 3Y | -19.0% | +4.0% | -23.0% | -45.0% |
| 5Y | -83.6% | +99.5% | -183.1% | -93.6% |
| All | -70.8% | +122.0% | -192.9% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling