+46.2%
RBRK vs JAAA
+4.8%
+41.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.1% |
| 7D | -20.9% | +0.2% | -21.0% | -21.8% |
| 30D | -15.9% | +0.4% | -16.4% | -18.9% |
| 3M | +24.7% | +1.2% | +23.5% | +11.9% |
| 6M | +85.1% | +2.3% | +82.8% | +50.6% |
| YTD | +38.3% | +3.9% | +34.4% | +7.0% |
| 1Y | +46.2% | +4.8% | +41.4% | +16.4% |
| All | +46.2% | +4.8% | +41.4% | +16.4% |
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