-47.1%
OPEN vs JAAA
+4.9%
-52.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +1.1% |
| 7D | -4.3% | +0.2% | -4.4% | -3.4% |
| 30D | -16.2% | +0.5% | -16.8% | -13.9% |
| 3M | -36.4% | +1.3% | -37.6% | -32.2% |
| 6M | -35.5% | +2.7% | -38.1% | -27.1% |
| YTD | -46.0% | +3.2% | -49.1% | -32.0% |
| 1Y | -47.1% | +4.9% | -52.1% | +33.7% |
| All | -47.1% | +4.9% | -52.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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