-32.8%
OPEN vs EWJ
+67.1%
-99.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +1.4% |
| 7D | -31.1% | -1.9% | -29.2% | -29.0% |
| 30D | -34.7% | -5.3% | -29.3% | -28.9% |
| 3M | -61.9% | -4.3% | -57.6% | -59.1% |
| 6M | -71.9% | +0.4% | -72.2% | -72.0% |
| YTD | -76.6% | +14.7% | -91.3% | -81.6% |
| 1Y | -83.9% | +14.7% | -98.6% | -87.3% |
| All | -32.8% | +67.1% | -99.9% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling