-86.9%
OPEN vs REPL
+7.8%
-94.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | +0.5% |
| 7D | -21.7% | +14.2% | -35.9% | -22.7% |
| 30D | -36.5% | +65.9% | -102.4% | -39.6% |
| 3M | -59.5% | +84.6% | -144.1% | -62.0% |
| 6M | -71.9% | +446.9% | -518.8% | -78.4% |
| YTD | -75.8% | +129.0% | -204.8% | -81.0% |
| 1Y | -78.5% | +167.9% | -246.4% | -83.5% |
| 3Y | -30.2% | +93.9% | -124.1% | -63.5% |
| 5Y | -93.3% | -33.0% | -60.3% | -95.7% |
| All | -86.9% | +7.8% | -94.8% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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