+2.0%
RDW vs JAAA
+28.0%
-26.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.5% |
| 30D | -21.3% | +0.5% | -21.8% | -23.0% |
| 3M | -37.9% | +1.3% | -39.1% | -41.1% |
| 6M | +12.3% | +2.8% | +9.5% | +0.3% |
| YTD | +39.7% | +3.3% | +36.5% | +22.9% |
| 1Y | +25.7% | +4.9% | +20.8% | +4.1% |
| 3Y | +230.8% | +19.0% | +211.9% | +107.3% |
| 5Y | -8.8% | +26.9% | -35.7% | -49.5% |
| All | +2.0% | +28.0% | -26.0% | -45.9% |
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 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