+126.4%
RACE vs JAAA
+29.3%
+97.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.8% |
| 30D | +0.8% | +0.5% | +0.2% | -0.2% |
| 3M | +17.2% | +1.3% | +15.9% | +14.4% |
| 6M | +13.6% | +2.7% | +10.9% | +8.2% |
| YTD | +12.2% | +3.2% | +9.0% | +5.9% |
| 1Y | -16.3% | +4.9% | -21.2% | -23.4% |
| 3Y | +36.4% | +19.0% | +17.4% | +2.2% |
| 5Y | +95.0% | +26.8% | +68.2% | +30.3% |
| All | +126.4% | +29.3% | +97.1% | +41.1% |
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