-32.8%
OPEN vs RL
+257.6%
-290.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.2% |
| 7D | -31.1% | -4.4% | -26.7% | -28.8% |
| 30D | -34.7% | +5.6% | -40.3% | -36.5% |
| 3M | -61.9% | -0.6% | -61.2% | -61.5% |
| 6M | -71.9% | +15.5% | -87.3% | -74.9% |
| YTD | -76.6% | +12.3% | -88.9% | -78.9% |
| 1Y | -83.9% | +19.3% | -103.2% | -86.1% |
| All | -32.8% | +257.6% | -290.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling