+697.1%
RCAT vs JAAA
+29.3%
+667.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.3% |
| 7D | -1.4% | +0.2% | -1.6% | -2.2% |
| 30D | -3.3% | +0.5% | -3.9% | -5.6% |
| 3M | -43.2% | +1.3% | -44.5% | -46.3% |
| 6M | -43.2% | +2.7% | -45.8% | -49.4% |
| YTD | +5.5% | +3.2% | +2.4% | -7.7% |
| 1Y | -1.6% | +4.9% | -6.6% | -19.9% |
| 3Y | +773.7% | +19.0% | +754.7% | +518.7% |
| 5Y | +187.6% | +26.8% | +160.8% | +100.2% |
| All | +697.1% | +29.3% | +667.9% | +903.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling