-93.9%
OPEN vs FIVE
+19.0%
-113.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.9% |
| 7D | -31.1% | -0.5% | -30.6% | -30.8% |
| 30D | -34.7% | +17.4% | -52.1% | -40.9% |
| 3M | -61.9% | +7.0% | -68.9% | -63.6% |
| 6M | -71.9% | +20.5% | -92.3% | -75.9% |
| YTD | -76.6% | +33.1% | -109.7% | -81.6% |
| 1Y | -83.9% | +67.1% | -151.0% | -89.2% |
| 3Y | -34.4% | +41.9% | -76.3% | -53.5% |
| 5Y | -93.9% | +21.1% | -115.0% | -95.2% |
| All | -93.9% | +19.0% | -113.0% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling