-17.1%
OPEN vs FIVE
+56.0%
-73.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -1.5% |
| 7D | -4.3% | +4.3% | -8.5% | -6.0% |
| 30D | -16.2% | +12.5% | -28.7% | -20.7% |
| 3M | -36.4% | +31.2% | -67.6% | -43.8% |
| 6M | -35.5% | +14.4% | -49.8% | -40.6% |
| YTD | -46.0% | +33.9% | -79.9% | -53.8% |
| 1Y | -47.1% | +65.1% | -112.2% | -59.4% |
| All | -17.1% | +56.0% | -73.1% | -47.4% |
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