-93.9%
OPEN vs RJF
+80.1%
-174.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.8% |
| 7D | -31.1% | -0.9% | -30.1% | -30.1% |
| 30D | -34.7% | +5.3% | -40.0% | -37.7% |
| 3M | -61.9% | -6.8% | -55.0% | -58.9% |
| 6M | -71.9% | +11.4% | -83.3% | -75.1% |
| YTD | -76.6% | +5.5% | -82.1% | -78.2% |
| 1Y | -83.9% | +3.7% | -87.6% | -84.6% |
| 3Y | -34.4% | +73.4% | -107.8% | -65.8% |
| 5Y | -93.9% | +78.3% | -172.3% | -96.9% |
| All | -93.9% | +80.1% | -174.0% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling