-49.2%
OPEN vs RL
+11.4%
-60.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.9% |
| 7D | +1.0% | +1.9% | -0.9% | -0.1% |
| 30D | -11.9% | -12.2% | +0.3% | -5.5% |
| 3M | -28.8% | -6.6% | -22.1% | -27.2% |
| 6M | -38.6% | +3.2% | -41.8% | -43.6% |
| YTD | -47.3% | -1.3% | -46.0% | -49.8% |
| 1Y | -49.2% | +13.6% | -62.8% | -56.9% |
| All | -49.2% | +11.4% | -60.6% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling