-70.8%
OPEN vs USFD
+431.4%
-502.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -4.3% | -3.0% | -1.2% | -2.5% |
| 30D | -16.2% | +3.5% | -19.8% | -18.5% |
| 3M | -36.4% | +26.6% | -62.9% | -46.3% |
| 6M | -35.5% | +11.7% | -47.2% | -41.5% |
| YTD | -46.0% | +38.1% | -84.1% | -58.6% |
| 1Y | -47.1% | +33.4% | -80.5% | -58.0% |
| 3Y | -19.0% | +155.8% | -174.8% | -58.0% |
| 5Y | -83.6% | +214.0% | -297.6% | -92.1% |
| All | -70.8% | +431.4% | -502.2% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling