-71.6%
OPEN vs REPL
-28.4%
-43.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | +1.0% | -5.7% | +6.7% | +1.5% |
| 30D | -11.9% | +22.5% | -34.4% | -13.7% |
| 3M | -28.8% | +64.7% | -93.4% | -35.1% |
| 6M | -38.6% | +83.0% | -121.6% | -50.6% |
| YTD | -47.3% | +52.0% | -99.3% | -56.8% |
| 1Y | -49.2% | +144.5% | -193.7% | -64.2% |
| 3Y | -18.8% | -25.1% | +6.3% | -47.3% |
| 5Y | -83.6% | -52.9% | -30.7% | -89.2% |
| All | -71.6% | -28.4% | -43.1% | -81.8% |
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