-70.8%
OPEN vs EMB
+17.5%
-88.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.3% | 0.0% | -4.2% | -4.2% |
| 30D | -16.2% | -0.3% | -15.9% | -14.9% |
| 3M | -36.4% | -0.4% | -35.9% | -34.3% |
| 6M | -35.5% | +0.1% | -35.6% | -34.4% |
| YTD | -46.0% | +1.6% | -47.6% | -47.9% |
| 1Y | -47.1% | +5.6% | -52.8% | -55.4% |
| 3Y | -19.0% | +29.8% | -48.9% | -63.6% |
| 5Y | -83.6% | +7.3% | -90.9% | -84.9% |
| All | -70.8% | +17.5% | -88.3% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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