+199.8%
RCAT vs JAAA
+26.4%
+173.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.4% | +0.1% | +5.3% | +4.8% |
| 30D | -5.6% | +0.5% | -6.0% | -8.0% |
| 3M | -30.2% | +1.2% | -31.4% | -34.8% |
| 6M | -43.4% | +2.8% | -46.2% | -51.6% |
| YTD | +9.6% | +3.2% | +6.5% | -7.6% |
| 1Y | -2.0% | +4.8% | -6.8% | -24.2% |
| 3Y | +825.0% | +19.0% | +806.0% | +443.0% |
| 5Y | +199.8% | +26.8% | +173.0% | +64.5% |
| All | +199.8% | +26.4% | +173.4% | +64.5% |
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