-89.0%
OPEN vs EWJ
+86.2%
-175.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -4.2% |
| 7D | -15.0% | +4.0% | -19.0% | -20.4% |
| 30D | -40.2% | -4.3% | -35.9% | -35.4% |
| 3M | -67.4% | -6.8% | -60.6% | -63.0% |
| 6M | -74.0% | -0.9% | -73.1% | -73.7% |
| YTD | -79.6% | +14.3% | -93.9% | -84.4% |
| 1Y | -86.1% | +15.3% | -101.4% | -89.5% |
| 3Y | -41.4% | +65.6% | -107.0% | -77.7% |
| 5Y | -94.9% | +47.5% | -142.3% | -97.7% |
| All | -89.0% | +86.2% | -175.2% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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