-89.0%
OPEN vs USFD
+453.9%
-542.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | -15.0% | +1.7% | -16.7% | -15.8% |
| 30D | -40.2% | +10.2% | -50.4% | -43.3% |
| 3M | -67.4% | -1.5% | -65.9% | -66.9% |
| 6M | -74.0% | +27.3% | -101.4% | -78.1% |
| YTD | -79.6% | +44.0% | -123.6% | -84.7% |
| 1Y | -86.1% | +50.4% | -136.5% | -89.8% |
| 3Y | -41.4% | +153.6% | -194.9% | -69.2% |
| 5Y | -94.9% | +219.0% | -313.8% | -97.6% |
| All | -89.0% | +453.9% | -542.9% | -94.9% |
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