-86.9%
OPEN vs JAAA
+29.3%
-116.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.6% | -6.6% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | -21.8% | +0.4% | -22.2% | -22.2% |
| 3M | -37.5% | +1.2% | -38.7% | -38.4% |
| 6M | -44.1% | +2.7% | -46.8% | -45.9% |
| YTD | -52.0% | +3.2% | -55.2% | -53.8% |
| 1Y | -52.2% | +4.8% | -57.0% | -55.0% |
| 3Y | -25.9% | +19.0% | -44.9% | -34.9% |
| 5Y | -85.1% | +26.8% | -111.9% | -87.9% |
| All | -86.9% | +29.3% | -116.1% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling