+346.1%
RCL vs JAAA
+29.3%
+316.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -2.5% | +0.1% | -2.5% | -2.8% |
| 30D | -15.7% | +0.4% | -16.1% | -17.2% |
| 3M | -3.6% | +1.2% | -4.8% | -8.2% |
| 6M | -8.7% | +2.7% | -11.3% | -17.9% |
| YTD | -6.2% | +3.2% | -9.3% | -17.3% |
| 1Y | -22.9% | +4.8% | -27.7% | -36.1% |
| 3Y | +173.6% | +19.0% | +154.6% | +59.1% |
| 5Y | +226.6% | +26.8% | +199.8% | +59.1% |
| All | +346.1% | +29.3% | +316.8% | +86.9% |
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