-50.9%
OPEN vs RJF
+7.7%
-58.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -13.8% | -2.0% | -11.8% | -12.3% |
| 3M | -30.9% | +16.3% | -47.2% | -40.5% |
| 6M | -40.9% | +16.9% | -57.9% | -50.4% |
| YTD | -48.5% | +10.4% | -59.0% | -55.2% |
| 1Y | -50.9% | +7.4% | -58.3% | -54.0% |
| All | -50.9% | +7.7% | -58.6% | -54.0% |
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