+227.1%
RCL vs JAAA
+26.7%
+200.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.6% |
| 30D | -15.7% | +0.5% | -16.1% | -17.2% |
| 3M | -8.0% | +1.2% | -9.2% | -12.5% |
| 6M | -10.1% | +2.7% | -12.9% | -19.4% |
| YTD | -5.9% | +3.2% | -9.1% | -17.0% |
| 1Y | -23.5% | +4.8% | -28.3% | -36.4% |
| 3Y | +174.4% | +19.0% | +155.4% | +64.2% |
| 5Y | +227.1% | +26.8% | +200.4% | +58.3% |
| All | +227.1% | +26.7% | +200.4% | +58.3% |
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