-73.5%
OPEN vs EWJ
+26.9%
-100.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -3.0% |
| 7D | -11.4% | +0.3% | -11.7% | -11.7% |
| 30D | -20.1% | +0.8% | -20.8% | -20.7% |
| 3M | -37.6% | +7.5% | -45.1% | -42.9% |
| 6M | -47.1% | +15.6% | -62.6% | -56.3% |
| YTD | -52.1% | +22.7% | -74.9% | -68.0% |
| 1Y | -73.5% | +26.4% | -99.9% | -83.0% |
| All | -73.5% | +26.9% | -100.4% | -83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling