-93.6%
OPEN vs FN
+170.4%
-264.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +11.7% | -33.4% | -25.6% |
| 7D | -22.2% | 0.0% | -22.2% | -24.0% |
| 30D | -38.3% | -34.3% | -4.0% | -30.5% |
| 3M | -59.4% | -39.9% | -19.5% | -53.6% |
| 6M | -74.4% | -51.8% | -22.5% | -69.2% |
| YTD | -76.0% | -28.1% | -47.8% | -77.1% |
| 1Y | -78.7% | -29.1% | -49.6% | -79.5% |
| 3Y | -30.0% | +102.4% | -132.4% | -66.4% |
| All | -93.6% | +170.4% | -264.0% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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