-18.8%
OPEN vs JAAA
+18.9%
-37.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -11.9% | +0.5% | -12.4% | -12.4% |
| 3M | -28.8% | +1.2% | -30.0% | -29.9% |
| 6M | -38.6% | +2.8% | -41.4% | -40.8% |
| YTD | -47.3% | +3.2% | -50.5% | -49.4% |
| 1Y | -49.2% | +4.8% | -54.0% | -52.2% |
| 3Y | -18.8% | +19.0% | -37.8% | +381.3% |
| All | -18.8% | +18.9% | -37.6% | +381.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling