-30.2%
OPEN vs USFR
+14.3%
-44.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -21.7% | +0.1% | -21.7% | -21.5% |
| 30D | -36.5% | +0.4% | -36.8% | -35.8% |
| 3M | -59.5% | +1.1% | -60.6% | -58.3% |
| 6M | -71.9% | +2.0% | -73.9% | -70.4% |
| YTD | -75.8% | +3.4% | -79.2% | -73.8% |
| 1Y | -78.5% | +4.1% | -82.6% | -75.7% |
| 3Y | -30.2% | +14.3% | -44.5% | +720.4% |
| All | -30.2% | +14.3% | -44.5% | +720.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling