-89.0%
OPEN vs XME
+368.5%
-457.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -2.3% |
| 7D | -15.0% | +0.3% | -15.3% | -15.1% |
| 30D | -40.2% | -6.1% | -34.1% | -37.5% |
| 3M | -67.4% | -18.6% | -48.8% | -61.4% |
| 6M | -74.0% | -23.9% | -50.1% | -67.7% |
| YTD | -79.6% | -9.3% | -70.2% | -78.4% |
| 1Y | -86.1% | +1.8% | -87.9% | -86.7% |
| 3Y | -41.4% | +93.0% | -134.4% | -66.0% |
| 5Y | -94.9% | +107.0% | -201.8% | -97.0% |
| All | -89.0% | +368.5% | -457.5% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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