-71.4%
OPEN vs RJF
+7.8%
-79.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +4.3% | +9.5% | +10.4% |
| 7D | +3.7% | +7.2% | -3.5% | -1.4% |
| 30D | -14.3% | +4.9% | -19.2% | -17.2% |
| 3M | -51.9% | -5.5% | -46.4% | -49.9% |
| 6M | -61.4% | +8.0% | -69.4% | -63.5% |
| YTD | -66.0% | +6.2% | -72.2% | -68.3% |
| 1Y | -71.4% | +7.8% | -79.2% | -74.2% |
| All | -71.4% | +7.8% | -79.2% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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