-87.9%
OPEN vs USFD
+461.0%
-548.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -24.7% | +8.4% | -33.1% | -28.1% |
| 30D | -41.0% | +12.7% | -53.7% | -44.9% |
| 3M | -62.4% | +1.1% | -63.5% | -62.5% |
| 6M | -73.9% | +30.2% | -104.0% | -78.3% |
| YTD | -77.5% | +45.8% | -123.4% | -83.3% |
| 1Y | -83.6% | +51.9% | -135.5% | -88.0% |
| 3Y | -37.0% | +158.5% | -195.5% | -67.3% |
| 5Y | -93.3% | +208.0% | -301.3% | -96.8% |
| All | -87.9% | +461.0% | -548.9% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling