-70.8%
OPEN vs XME
+492.4%
-563.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | -16.2% | +6.0% | -22.2% | -20.3% |
| 3M | -36.4% | -7.7% | -28.6% | -32.3% |
| 6M | -35.5% | +1.0% | -36.4% | -37.1% |
| YTD | -46.0% | +14.6% | -60.6% | -52.8% |
| 1Y | -47.1% | +46.0% | -93.1% | -62.6% |
| 3Y | -19.0% | +127.0% | -146.0% | -59.0% |
| 5Y | -83.6% | +175.8% | -259.4% | -92.1% |
| All | -70.8% | +492.4% | -563.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling