-83.6%
OPEN vs REPL
+175.2%
-258.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.6% | -11.7% | -7.0% |
| 7D | -24.7% | +12.7% | -37.4% | -24.5% |
| 30D | -41.0% | +73.5% | -114.5% | -40.4% |
| 3M | -62.4% | +70.3% | -132.7% | -62.0% |
| 6M | -73.9% | +472.0% | -545.8% | -72.5% |
| YTD | -77.5% | +139.5% | -217.0% | -76.7% |
| 1Y | -83.6% | +167.3% | -250.8% | -84.0% |
| All | -83.6% | +175.2% | -258.7% | -84.0% |
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 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