+129.8%
RACE vs JAAA
+30.2%
+99.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +5.1% | +0.2% | +4.9% | +4.8% |
| 30D | +7.7% | +0.4% | +7.3% | +6.8% |
| 3M | +2.2% | +1.2% | +1.0% | -0.1% |
| 6M | +23.8% | +2.3% | +21.4% | +18.5% |
| YTD | +13.9% | +3.9% | +10.0% | +6.1% |
| 1Y | +3.8% | +4.8% | -1.0% | -4.9% |
| 3Y | +28.0% | +18.5% | +9.5% | -3.7% |
| 5Y | +64.9% | +27.5% | +37.5% | +9.2% |
| All | +129.8% | +30.2% | +99.6% | +41.3% |
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