-87.0%
OPEN vs FIVE
+116.2%
-203.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.5% |
| 7D | -22.2% | -0.3% | -21.9% | -21.7% |
| 30D | -38.3% | +17.7% | -56.0% | -43.9% |
| 3M | -59.4% | +4.0% | -63.3% | -60.5% |
| 6M | -74.4% | +2.6% | -77.0% | -75.5% |
| YTD | -76.0% | +27.6% | -103.6% | -80.3% |
| 1Y | -78.7% | +59.9% | -138.6% | -84.9% |
| 3Y | -30.0% | +35.8% | -65.8% | -49.2% |
| 5Y | -93.7% | +14.4% | -108.2% | -95.2% |
| All | -87.0% | +116.2% | -203.2% | -91.8% |
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