-71.4%
OPEN vs EME
-3.1%
-68.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -9.6% | +23.4% | +16.1% |
| 7D | +3.7% | -5.8% | +9.5% | +4.3% |
| 30D | -14.3% | -17.9% | +3.6% | -9.7% |
| 3M | -51.9% | -22.0% | -30.0% | -48.5% |
| 6M | -61.4% | -29.7% | -31.7% | -56.2% |
| YTD | -66.0% | +4.7% | -70.8% | -78.0% |
| 1Y | -71.4% | -2.1% | -69.3% | -77.7% |
| All | -71.4% | -3.1% | -68.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling