-94.7%
OPEN vs RL
+243.2%
-337.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.8% | -8.7% | -8.8% |
| 7D | -31.0% | +2.4% | -33.4% | -32.4% |
| 30D | -41.5% | +4.6% | -46.0% | -43.2% |
| 3M | -64.6% | -1.1% | -63.5% | -64.1% |
| 6M | -73.8% | +16.5% | -90.3% | -77.9% |
| YTD | -78.8% | +11.4% | -90.2% | -81.7% |
| 1Y | -86.8% | +16.1% | -102.9% | -89.1% |
| 3Y | -40.6% | +252.6% | -293.2% | -87.1% |
| 5Y | -94.7% | +244.9% | -339.5% | -98.9% |
| All | -94.7% | +243.2% | -337.8% | -98.9% |
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