-83.6%
OPEN vs JAAA
+26.4%
-110.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.1% |
| 3M | -28.8% | +1.2% | -30.0% | -29.2% |
| 6M | -38.6% | +2.8% | -41.4% | -39.4% |
| YTD | -47.3% | +3.2% | -50.5% | -48.1% |
| 1Y | -49.2% | +4.8% | -54.0% | -50.3% |
| 3Y | -18.8% | +19.0% | -37.8% | -14.9% |
| 5Y | -83.6% | +26.8% | -110.4% | -83.6% |
| All | -83.6% | +26.4% | -110.0% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling