-94.4%
OPEN vs JAAA
+30.3%
-124.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -15.0% | +0.1% | -15.1% | -15.1% |
| 30D | -40.2% | +0.4% | -40.6% | -40.5% |
| 3M | -67.4% | +1.2% | -68.6% | -67.9% |
| 6M | -74.0% | +2.3% | -76.3% | -74.8% |
| YTD | -79.6% | +4.0% | -83.6% | -80.6% |
| 1Y | -86.1% | +4.8% | -90.9% | -86.9% |
| 3Y | -41.4% | +18.4% | -59.8% | -48.4% |
| 5Y | -94.9% | +27.5% | -122.4% | -95.8% |
| All | -94.4% | +30.3% | -124.7% | -96.7% |
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 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