-32.8%
OPEN vs FIVE
+42.3%
-75.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | -31.1% | -0.5% | -30.6% | -30.9% |
| 30D | -34.7% | +17.4% | -52.1% | -38.6% |
| 3M | -61.9% | +7.0% | -68.9% | -62.9% |
| 6M | -71.9% | +20.5% | -92.3% | -74.3% |
| YTD | -76.6% | +33.1% | -109.7% | -79.8% |
| 1Y | -83.9% | +67.1% | -151.0% | -87.4% |
| All | -32.8% | +42.3% | -75.0% | -51.1% |
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 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