-86.8%
OPEN vs RJF
+3.4%
-90.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.1% | -9.6% | -9.6% |
| 7D | -31.0% | +1.5% | -32.5% | -31.7% |
| 30D | -41.5% | +6.7% | -48.2% | -43.9% |
| 3M | -64.6% | -7.3% | -57.3% | -62.4% |
| 6M | -73.8% | +9.8% | -83.5% | -75.5% |
| YTD | -78.8% | +5.6% | -84.5% | -80.3% |
| 1Y | -86.8% | +2.3% | -89.1% | -87.1% |
| All | -86.8% | +3.4% | -90.2% | -87.1% |
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