-73.5%
OPEN vs JAAA
+4.9%
-78.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.5% |
| 7D | -11.4% | +0.1% | -11.5% | -11.6% |
| 30D | -20.1% | +0.5% | -20.6% | -20.8% |
| 3M | -37.6% | +1.3% | -38.9% | -39.1% |
| 6M | -47.1% | +2.8% | -49.8% | -50.7% |
| YTD | -52.1% | +3.3% | -55.4% | -56.3% |
| 1Y | -73.5% | +4.9% | -78.4% | -79.1% |
| All | -73.5% | +4.9% | -78.4% | -79.1% |
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 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