-86.9%
OPEN vs FIVE
+128.3%
-215.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -2.7% |
| 7D | -21.7% | +6.2% | -27.9% | -24.1% |
| 30D | -36.5% | +18.2% | -54.7% | -42.4% |
| 3M | -59.5% | +3.8% | -63.4% | -60.6% |
| 6M | -71.9% | +13.7% | -85.6% | -74.7% |
| YTD | -75.8% | +34.7% | -110.5% | -80.8% |
| 1Y | -78.5% | +66.6% | -145.1% | -85.2% |
| 3Y | -30.2% | +44.3% | -74.5% | -51.3% |
| 5Y | -93.3% | +18.8% | -112.0% | -94.9% |
| All | -86.9% | +128.3% | -215.2% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling