-70.8%
OPEN vs USFR
+20.5%
-91.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -4.3% | +0.1% | -4.3% | -4.2% |
| 30D | -16.2% | +0.3% | -16.5% | -15.8% |
| 3M | -36.4% | +1.0% | -37.4% | -35.4% |
| 6M | -35.5% | +1.9% | -37.4% | -34.0% |
| YTD | -46.0% | +2.6% | -48.6% | -44.3% |
| 1Y | -47.1% | +4.0% | -51.2% | -44.0% |
| 3Y | -19.0% | +14.1% | -33.1% | +19.3% |
| 5Y | -83.6% | +20.4% | -104.0% | -69.3% |
| All | -70.8% | +20.5% | -91.3% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling