-78.7%
OPEN vs REPL
+152.6%
-231.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +8.0% | -29.8% | -21.7% |
| 7D | -22.2% | +22.8% | -45.0% | -22.0% |
| 30D | -38.3% | +63.8% | -102.1% | -37.9% |
| 3M | -59.4% | +68.1% | -127.5% | -59.0% |
| 6M | -74.4% | +528.5% | -602.8% | -73.2% |
| YTD | -76.0% | +122.4% | -198.4% | -73.3% |
| 1Y | -78.7% | +154.4% | -233.0% | -81.6% |
| All | -78.7% | +152.6% | -231.2% | -81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling