-94.7%
OPEN vs EME
+414.8%
-509.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -8.9% | -9.2% |
| 7D | -31.0% | +11.3% | -42.3% | -35.1% |
| 30D | -41.5% | -14.6% | -26.9% | -37.1% |
| 3M | -64.6% | -20.4% | -44.2% | -60.7% |
| 6M | -73.8% | -28.3% | -45.5% | -69.5% |
| YTD | -78.8% | +8.6% | -87.4% | -81.8% |
| 1Y | -86.8% | +3.2% | -90.1% | -88.2% |
| 3Y | -40.6% | +216.8% | -257.4% | -81.4% |
| 5Y | -94.7% | +417.5% | -512.1% | -99.1% |
| All | -94.7% | +414.8% | -509.5% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling