-30.0%
OPEN vs RL
+240.1%
-270.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.4% | -20.4% | -20.8% |
| 7D | -22.2% | -4.2% | -18.1% | -19.3% |
| 30D | -38.3% | +4.3% | -42.6% | -39.3% |
| 3M | -59.4% | -4.6% | -54.8% | -57.8% |
| 6M | -74.4% | +1.7% | -76.1% | -74.9% |
| YTD | -76.0% | +7.3% | -83.3% | -77.6% |
| 1Y | -78.7% | +20.8% | -99.5% | -81.7% |
| 3Y | -30.0% | +247.0% | -277.0% | -82.5% |
| All | -30.0% | +240.1% | -270.1% | -82.5% |
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