-87.0%
OPEN vs USFD
+444.8%
-531.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.2% | -21.6% | -21.7% |
| 7D | -22.2% | +3.0% | -25.2% | -23.3% |
| 30D | -38.3% | +11.1% | -49.4% | -41.9% |
| 3M | -59.4% | -0.3% | -59.1% | -59.1% |
| 6M | -74.4% | +15.9% | -90.2% | -77.0% |
| YTD | -76.0% | +41.6% | -117.6% | -81.8% |
| 1Y | -78.7% | +49.4% | -128.1% | -84.3% |
| 3Y | -30.0% | +157.8% | -187.8% | -63.6% |
| 5Y | -93.7% | +176.6% | -270.4% | -96.9% |
| All | -87.0% | +444.8% | -531.8% | -94.0% |
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