-39.2%
OPEN vs REPL
+98.6%
-137.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -9.6% |
| 7D | -31.0% | +9.8% | -40.8% | -31.3% |
| 30D | -41.5% | +81.5% | -123.0% | -42.9% |
| 3M | -64.6% | +44.2% | -108.8% | -65.2% |
| 6M | -73.8% | +437.4% | -511.2% | -76.6% |
| YTD | -78.8% | +126.1% | -204.9% | -80.7% |
| 1Y | -86.8% | +143.1% | -230.0% | -88.1% |
| All | -39.2% | +98.6% | -137.7% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling