-84.0%
OPEN vs RL
+238.1%
-322.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -1.2% |
| 7D | -4.3% | -0.8% | -3.5% | -3.6% |
| 30D | -16.2% | -7.8% | -8.5% | -10.8% |
| 3M | -36.4% | -4.0% | -32.4% | -35.5% |
| 6M | -35.5% | -1.9% | -33.6% | -37.6% |
| YTD | -46.0% | -0.2% | -45.8% | -48.7% |
| 1Y | -47.1% | +10.7% | -57.8% | -54.7% |
| 3Y | -19.0% | +210.8% | -229.8% | -79.0% |
| All | -84.0% | +238.1% | -322.1% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling