-86.9%
OPEN vs USFR
+21.4%
-108.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -21.7% | +0.1% | -21.7% | -21.6% |
| 30D | -36.5% | +0.4% | -36.8% | -36.0% |
| 3M | -59.5% | +1.1% | -60.6% | -58.8% |
| 6M | -71.9% | +2.0% | -73.9% | -71.0% |
| YTD | -75.8% | +3.4% | -79.2% | -74.7% |
| 1Y | -78.5% | +4.1% | -82.6% | -77.3% |
| 3Y | -30.2% | +14.3% | -44.5% | +2.2% |
| 5Y | -93.3% | +21.3% | -114.6% | -87.3% |
| All | -86.9% | +21.4% | -108.3% | -75.1% |
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