-87.4%
OPEN vs REPL
+5.5%
-92.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.6% | +4.7% |
| 7D | -31.1% | +5.3% | -36.3% | -31.6% |
| 30D | -34.7% | +66.6% | -101.3% | -37.9% |
| 3M | -61.9% | +59.6% | -121.4% | -63.7% |
| 6M | -71.9% | +482.4% | -554.2% | -78.6% |
| YTD | -76.6% | +124.1% | -200.7% | -81.6% |
| 1Y | -83.9% | +138.6% | -222.5% | -87.5% |
| 3Y | -34.4% | +96.0% | -130.4% | -66.0% |
| 5Y | -93.9% | -35.4% | -58.6% | -96.1% |
| All | -87.4% | +5.5% | -92.9% | -92.2% |
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