-86.9%
OPEN vs RL
+504.0%
-590.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -3.5% |
| 7D | -21.7% | +0.2% | -21.9% | -21.4% |
| 30D | -36.5% | +7.3% | -43.8% | -39.1% |
| 3M | -59.5% | +1.0% | -60.6% | -59.7% |
| 6M | -71.9% | +11.8% | -83.6% | -74.4% |
| YTD | -75.8% | +13.6% | -89.4% | -78.5% |
| 1Y | -78.5% | +24.0% | -102.6% | -82.0% |
| 3Y | -30.2% | +256.6% | -286.8% | -74.5% |
| 5Y | -93.3% | +240.2% | -333.5% | -97.6% |
| All | -86.9% | +504.0% | -590.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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