-83.6%
OPEN vs USFR
+20.5%
-104.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +1.0% | +0.1% | +0.9% | +1.1% |
| 30D | -11.9% | +0.3% | -12.2% | -11.6% |
| 3M | -28.8% | +1.0% | -29.7% | -28.0% |
| 6M | -38.6% | +1.9% | -40.5% | -37.7% |
| YTD | -47.3% | +2.7% | -50.0% | -46.1% |
| 1Y | -49.2% | +4.0% | -53.2% | -46.5% |
| 3Y | -18.8% | +14.0% | -32.8% | +18.4% |
| 5Y | -83.6% | +20.4% | -104.0% | -65.8% |
| All | -83.6% | +20.5% | -104.1% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling