-84.2%
OPEN vs EME
+544.7%
-628.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -0.9% |
| 7D | -2.9% | +2.7% | -5.6% | -4.4% |
| 30D | -13.8% | -6.8% | -7.0% | -10.7% |
| 3M | -30.9% | -8.8% | -22.0% | -28.8% |
| 6M | -40.9% | +5.0% | -45.9% | -45.1% |
| YTD | -48.5% | +23.5% | -72.0% | -57.7% |
| 1Y | -50.9% | +21.3% | -72.2% | -59.4% |
| 3Y | -20.6% | +241.1% | -261.7% | -73.2% |
| 5Y | -84.2% | +549.2% | -633.3% | -97.1% |
| All | -84.2% | +544.7% | -628.9% | -97.1% |
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