+480.7%
RCL vs JAAA
+30.2%
+450.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.2% |
| 30D | +19.4% | +0.4% | +19.0% | +17.5% |
| 3M | +9.8% | +1.2% | +8.6% | +4.6% |
| 6M | +28.6% | +2.3% | +26.3% | +17.0% |
| YTD | +22.2% | +4.0% | +18.2% | +4.5% |
| 1Y | +29.7% | +4.8% | +24.9% | +7.6% |
| 3Y | +265.3% | +18.5% | +246.8% | +112.4% |
| 5Y | +301.8% | +27.5% | +274.3% | +91.5% |
| All | +480.7% | +30.2% | +450.4% | +136.1% |
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