+301.0%
RCAT vs JAAA
+30.2%
+270.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.5% | -6.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.9% |
| 30D | -27.0% | +0.4% | -27.5% | -28.4% |
| 3M | -57.9% | +1.2% | -59.1% | -60.0% |
| 6M | -59.4% | +2.3% | -61.7% | -63.3% |
| YTD | -46.9% | +3.9% | -50.8% | -55.1% |
| 1Y | -54.0% | +4.8% | -58.8% | -62.5% |
| 3Y | +378.4% | +18.5% | +359.9% | +226.4% |
| 5Y | +61.9% | +27.5% | +34.4% | +7.8% |
| All | +301.0% | +30.2% | +270.7% | +388.4% |
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 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