-83.4%
OPEN vs FIVE
+117.0%
-200.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.3% | -5.3% | -7.0% |
| 7D | -5.8% | -1.7% | -4.1% | -4.3% |
| 30D | -21.1% | +14.9% | -36.1% | -27.3% |
| 3M | -52.4% | +7.6% | -60.0% | -54.8% |
| 6M | -65.8% | +6.4% | -72.2% | -68.0% |
| YTD | -69.3% | +28.1% | -97.4% | -74.9% |
| 1Y | -75.2% | +54.7% | -130.0% | -82.1% |
| 3Y | -14.4% | +36.1% | -50.4% | -37.9% |
| 5Y | -92.0% | +14.9% | -106.9% | -93.8% |
| All | -83.4% | +117.0% | -200.5% | -89.6% |
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