-71.4%
OPEN vs FIVE
+63.3%
-134.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +6.7% | +7.1% | +11.6% |
| 7D | +3.7% | +7.5% | -3.8% | +1.5% |
| 30D | -14.3% | +16.7% | -31.0% | -18.0% |
| 3M | -51.9% | +13.4% | -65.3% | -53.7% |
| 6M | -61.4% | +9.0% | -70.5% | -62.2% |
| YTD | -66.0% | +33.8% | -99.8% | -71.6% |
| 1Y | -71.4% | +61.2% | -132.5% | -81.9% |
| All | -71.4% | +63.3% | -134.6% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling