-18.8%
OPEN vs XME
+136.1%
-154.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.7% |
| 7D | +1.0% | +3.6% | -2.6% | -2.9% |
| 30D | -11.9% | +3.6% | -15.5% | -15.3% |
| 3M | -28.8% | +1.2% | -30.0% | -30.8% |
| 6M | -38.6% | +9.0% | -47.6% | -45.8% |
| YTD | -47.3% | +15.9% | -63.3% | -57.5% |
| 1Y | -49.2% | +43.2% | -92.4% | -69.2% |
| 3Y | -18.8% | +137.4% | -156.2% | -77.7% |
| All | -18.8% | +136.1% | -154.9% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling