-30.0%
OPEN vs FIVE
+34.8%
-64.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.6% |
| 7D | -22.2% | -0.3% | -21.9% | -21.8% |
| 30D | -38.3% | +17.7% | -56.0% | -42.0% |
| 3M | -59.4% | +4.0% | -63.3% | -60.0% |
| 6M | -74.4% | +2.6% | -77.0% | -75.0% |
| YTD | -76.0% | +27.6% | -103.6% | -78.9% |
| 1Y | -78.7% | +59.9% | -138.6% | -83.0% |
| 3Y | -30.0% | +35.8% | -65.8% | -47.7% |
| All | -30.0% | +34.8% | -64.8% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling