-89.0%
OPEN vs FIVE
+121.9%
-210.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -15.0% | +2.7% | -17.7% | -16.4% |
| 30D | -40.2% | +12.7% | -52.9% | -44.1% |
| 3M | -67.4% | +2.1% | -69.5% | -67.9% |
| 6M | -74.0% | +17.5% | -91.5% | -77.1% |
| YTD | -79.6% | +31.0% | -110.6% | -83.5% |
| 1Y | -86.1% | +67.7% | -153.8% | -90.5% |
| 3Y | -41.4% | +43.4% | -84.8% | -59.2% |
| 5Y | -94.9% | +18.1% | -112.9% | -96.1% |
| All | -89.0% | +121.9% | -210.9% | -93.2% |
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