-87.0%
OPEN vs REPL
+4.7%
-91.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +8.0% | -29.8% | -22.5% |
| 7D | -22.2% | +22.8% | -45.0% | -23.8% |
| 30D | -38.3% | +63.8% | -102.1% | -41.3% |
| 3M | -59.4% | +68.1% | -127.5% | -61.5% |
| 6M | -74.4% | +528.5% | -602.8% | -80.7% |
| YTD | -76.0% | +122.4% | -198.4% | -81.1% |
| 1Y | -78.7% | +154.4% | -233.0% | -83.5% |
| 3Y | -30.0% | +68.0% | -98.0% | -62.1% |
| 5Y | -93.7% | -35.4% | -58.4% | -96.0% |
| All | -87.0% | +4.7% | -91.8% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling