+356.7%
RCL vs JAAA
+29.3%
+327.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.5% |
| 7D | -5.1% | +0.2% | -5.3% | -5.8% |
| 30D | -19.0% | +0.5% | -19.5% | -20.8% |
| 3M | -9.6% | +1.3% | -10.8% | -14.1% |
| 6M | -6.7% | +2.7% | -9.4% | -16.1% |
| YTD | -3.9% | +3.2% | -7.1% | -15.3% |
| 1Y | -25.1% | +4.9% | -30.0% | -38.1% |
| 3Y | +179.1% | +19.0% | +160.1% | +62.2% |
| 5Y | +243.3% | +26.8% | +216.5% | +67.2% |
| All | +356.7% | +29.3% | +327.4% | +91.4% |
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