-93.9%
OPEN vs EWJ
+49.8%
-143.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +0.7% |
| 7D | -31.1% | -1.9% | -29.2% | -28.6% |
| 30D | -34.7% | -5.3% | -29.3% | -27.5% |
| 3M | -61.9% | -4.3% | -57.6% | -58.5% |
| 6M | -71.9% | +0.4% | -72.2% | -72.3% |
| YTD | -76.6% | +14.7% | -91.3% | -82.9% |
| 1Y | -83.9% | +14.7% | -98.6% | -88.2% |
| 3Y | -34.4% | +66.2% | -100.6% | -79.3% |
| 5Y | -93.9% | +50.2% | -144.1% | -97.7% |
| All | -93.9% | +49.8% | -143.8% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling