-87.4%
OPEN vs USFR
+21.4%
-108.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -31.1% | +0.1% | -31.1% | -30.9% |
| 30D | -34.7% | +0.4% | -35.1% | -34.2% |
| 3M | -61.9% | +1.1% | -62.9% | -61.1% |
| 6M | -71.9% | +2.1% | -73.9% | -70.9% |
| YTD | -76.6% | +3.4% | -80.0% | -75.5% |
| 1Y | -83.9% | +4.1% | -88.0% | -83.0% |
| 3Y | -34.4% | +14.4% | -48.8% | -3.7% |
| 5Y | -93.9% | +21.4% | -115.4% | -88.5% |
| All | -87.4% | +21.4% | -108.8% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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