+54.2%
RGTI vs JAAA
+27.6%
+26.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -17.1% | +0.5% | -17.6% | -18.3% |
| 3M | -26.0% | +1.3% | -27.2% | -28.4% |
| 6M | -9.9% | +2.8% | -12.6% | -16.0% |
| YTD | -31.1% | +3.3% | -34.3% | -36.3% |
| 1Y | -8.5% | +4.9% | -13.4% | -18.4% |
| 3Y | +652.2% | +19.0% | +633.2% | +504.9% |
| 5Y | +56.8% | +26.9% | +29.9% | +20.3% |
| All | +54.2% | +27.6% | +26.7% | +18.6% |
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