-14.3%
RACE vs JAAA
+4.8%
-19.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.5% |
| 30D | -1.5% | +0.5% | -2.0% | -3.6% |
| 3M | +15.5% | +1.2% | +14.3% | +9.4% |
| 6M | +17.3% | +2.8% | +14.4% | +4.9% |
| YTD | +11.1% | +3.2% | +7.9% | -2.7% |
| 1Y | -14.3% | +4.8% | -19.1% | -31.7% |
| All | -14.3% | +4.8% | -19.1% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling