-70.8%
OPEN vs FIVE
+126.9%
-197.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -2.4% |
| 7D | -4.3% | +4.3% | -8.5% | -6.8% |
| 30D | -16.2% | +12.5% | -28.7% | -22.7% |
| 3M | -36.4% | +31.2% | -67.6% | -47.0% |
| 6M | -35.5% | +14.4% | -49.8% | -43.2% |
| YTD | -46.0% | +33.9% | -79.9% | -57.1% |
| 1Y | -47.1% | +65.1% | -112.2% | -63.9% |
| 3Y | -19.0% | +49.0% | -68.0% | -45.1% |
| 5Y | -83.6% | +30.3% | -113.9% | -88.1% |
| All | -70.8% | +126.9% | -197.7% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling