+64.4%
EWZ vs OPEN
-87.0%
+151.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -21.8% | +22.5% | +1.7% |
| 7D | -1.5% | -22.2% | +20.7% | -0.5% |
| 30D | -24.5% | -38.3% | +13.8% | -23.0% |
| 3M | -10.7% | -59.4% | +48.7% | -7.2% |
| 6M | -19.1% | -74.4% | +55.3% | -14.3% |
| YTD | +1.6% | -76.0% | +77.6% | +7.5% |
| 1Y | +4.3% | -78.7% | +83.0% | +10.6% |
| 3Y | +19.0% | -30.0% | +49.0% | +10.1% |
| 5Y | +57.7% | -93.7% | +151.4% | +60.4% |
| All | +64.4% | -87.0% | +151.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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