+261.9%
RCAT vs JAAA
+30.3%
+231.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.6% |
| 7D | -5.9% | +0.1% | -6.0% | -6.4% |
| 30D | -19.7% | +0.4% | -20.1% | -21.2% |
| 3M | -62.9% | +1.2% | -64.1% | -64.8% |
| 6M | -59.6% | +2.3% | -61.9% | -63.5% |
| YTD | -52.1% | +4.0% | -56.1% | -59.6% |
| 1Y | -50.9% | +4.8% | -55.7% | -60.0% |
| 3Y | +333.8% | +18.4% | +315.4% | +195.0% |
| 5Y | +40.7% | +27.5% | +13.2% | -6.7% |
| All | +261.9% | +30.3% | +231.6% | +339.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling