+424.0%
EOG vs JAAA
+29.3%
+394.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | +7.9% | +0.5% | +7.4% | +7.0% |
| 3M | +4.5% | +1.2% | +3.3% | +2.2% |
| 6M | +12.3% | +2.8% | +9.5% | +6.6% |
| YTD | +41.9% | +3.2% | +38.7% | +33.7% |
| 1Y | +27.8% | +4.8% | +23.0% | +16.8% |
| 3Y | +21.8% | +19.0% | +2.8% | -3.0% |
| 5Y | +174.0% | +26.8% | +147.2% | +102.1% |
| All | +424.0% | +29.3% | +394.7% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 all: compounded portfolio wealth divided by compounded JAAA 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…
all analysis · Full analysis span regression · 6 months rolling