-72.2%
OPEN vs EME
+1,139.2%
-1,211.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.1% |
| 7D | -2.9% | +2.7% | -5.6% | -4.3% |
| 30D | -13.8% | -6.8% | -7.0% | -11.1% |
| 3M | -30.9% | -8.8% | -22.0% | -29.0% |
| 6M | -40.9% | +5.0% | -45.9% | -44.4% |
| YTD | -48.5% | +23.5% | -72.0% | -56.3% |
| 1Y | -50.9% | +21.3% | -72.2% | -57.9% |
| 3Y | -20.6% | +241.1% | -261.7% | -64.1% |
| 5Y | -84.2% | +549.2% | -633.3% | -94.9% |
| All | -72.2% | +1,139.2% | -1,211.4% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling