-74.1%
OPEN vs EME
+1,129.4%
-1,203.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | -10.5% | +0.9% | -11.5% | -11.0% |
| 30D | -21.8% | -8.4% | -13.4% | -18.6% |
| 3M | -37.5% | -3.6% | -33.9% | -37.5% |
| 6M | -44.1% | +3.6% | -47.7% | -47.0% |
| YTD | -52.0% | +22.5% | -74.5% | -59.0% |
| 1Y | -52.2% | +18.2% | -70.4% | -58.4% |
| 3Y | -25.9% | +238.4% | -264.3% | -66.3% |
| 5Y | -85.1% | +550.5% | -635.6% | -95.2% |
| All | -74.1% | +1,129.4% | -1,203.5% | -91.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling