-83.6%
OPEN vs XME
+179.6%
-263.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.7% |
| 7D | +1.0% | +3.6% | -2.6% | -2.7% |
| 30D | -11.9% | +3.6% | -15.5% | -15.2% |
| 3M | -28.8% | +1.2% | -30.0% | -30.8% |
| 6M | -38.6% | +9.0% | -47.6% | -45.3% |
| YTD | -47.3% | +15.9% | -63.3% | -56.4% |
| 1Y | -49.2% | +43.2% | -92.4% | -66.9% |
| 3Y | -18.8% | +137.4% | -156.2% | -68.2% |
| 5Y | -83.6% | +185.0% | -268.7% | -93.9% |
| All | -83.6% | +179.6% | -263.3% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling