-87.4%
OPEN vs EWJ
+86.9%
-174.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +0.9% |
| 7D | -31.1% | -1.9% | -29.2% | -28.7% |
| 30D | -34.7% | -5.3% | -29.3% | -28.0% |
| 3M | -61.9% | -4.3% | -57.6% | -58.7% |
| 6M | -71.9% | +0.4% | -72.2% | -72.2% |
| YTD | -76.6% | +14.7% | -91.3% | -82.3% |
| 1Y | -83.9% | +14.7% | -98.6% | -87.7% |
| 3Y | -34.4% | +66.2% | -100.6% | -75.2% |
| 5Y | -93.9% | +50.2% | -144.1% | -97.4% |
| All | -87.4% | +86.9% | -174.3% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling