-18.8%
OPEN vs RJF
+76.7%
-95.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -1.6% |
| 7D | +1.0% | +1.8% | -0.8% | -0.8% |
| 30D | -11.9% | 0.0% | -11.9% | -12.2% |
| 3M | -28.8% | +18.0% | -46.7% | -39.5% |
| 6M | -38.6% | +17.0% | -55.6% | -48.1% |
| YTD | -47.3% | +11.1% | -58.5% | -53.1% |
| 1Y | -49.2% | +8.0% | -57.1% | -53.2% |
| 3Y | -18.8% | +73.3% | -92.1% | -58.4% |
| All | -18.8% | +76.7% | -95.5% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling