-39.2%
OPEN vs EME
+217.7%
-256.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -8.9% | -9.3% |
| 7D | -31.0% | +11.3% | -42.3% | -34.1% |
| 30D | -41.5% | -14.6% | -26.9% | -38.1% |
| 3M | -64.6% | -20.4% | -44.2% | -61.6% |
| 6M | -73.8% | -28.3% | -45.5% | -70.3% |
| YTD | -78.8% | +8.6% | -87.4% | -81.2% |
| 1Y | -86.8% | +3.2% | -90.1% | -87.9% |
| All | -39.2% | +217.7% | -256.9% | -76.5% |
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