+74.4%
RCAT vs JAAA
+27.4%
+47.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | +1.1% | +0.1% | +1.1% | +0.8% |
| 30D | -22.0% | +0.4% | -22.4% | -23.7% |
| 3M | -51.1% | +1.1% | -52.3% | -54.2% |
| 6M | -56.6% | +2.3% | -58.9% | -61.8% |
| YTD | -43.3% | +3.9% | -47.1% | -54.1% |
| 1Y | -51.5% | +4.8% | -56.3% | -62.6% |
| 3Y | +411.4% | +18.4% | +392.9% | +189.5% |
| 5Y | +74.4% | +27.4% | +47.0% | -10.2% |
| All | +74.4% | +27.4% | +47.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling