-87.9%
OPEN vs FIVE
+128.0%
-215.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -24.7% | +7.3% | -32.0% | -27.6% |
| 30D | -41.0% | +18.1% | -59.1% | -46.4% |
| 3M | -62.4% | +7.7% | -70.1% | -64.1% |
| 6M | -73.9% | +13.6% | -87.5% | -76.5% |
| YTD | -77.5% | +34.6% | -112.1% | -82.2% |
| 1Y | -83.6% | +66.2% | -149.8% | -88.6% |
| 3Y | -37.0% | +43.5% | -80.5% | -55.9% |
| 5Y | -93.3% | +20.7% | -114.0% | -95.0% |
| All | -87.9% | +128.0% | -215.9% | -92.6% |
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