-83.6%
OPEN vs FIVE
+63.0%
-146.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.1% |
| 7D | -24.7% | +7.3% | -32.0% | -26.2% |
| 30D | -41.0% | +18.1% | -59.1% | -43.5% |
| 3M | -62.4% | +7.7% | -70.1% | -63.2% |
| 6M | -73.9% | +13.6% | -87.5% | -74.8% |
| YTD | -77.5% | +34.6% | -112.1% | -81.1% |
| 1Y | -83.6% | +66.2% | -149.8% | -89.8% |
| All | -83.6% | +63.0% | -146.6% | -89.8% |
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