-18.8%
OPEN vs EME
+249.1%
-267.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.1% | -3.7% |
| 7D | +1.0% | +5.2% | -4.2% | -1.4% |
| 30D | -11.9% | -5.4% | -6.6% | -9.9% |
| 3M | -28.8% | -6.1% | -22.7% | -27.8% |
| 6M | -38.6% | +9.7% | -48.3% | -43.5% |
| YTD | -47.3% | +26.6% | -73.9% | -56.0% |
| 1Y | -49.2% | +24.6% | -73.8% | -57.2% |
| 3Y | -18.8% | +249.6% | -268.4% | -66.4% |
| All | -18.8% | +249.1% | -267.9% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling