+53.1%
RGTI vs JAAA
+27.5%
+25.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -16.2% | +0.4% | -16.6% | -17.1% |
| 3M | -22.0% | +1.2% | -23.2% | -24.5% |
| 6M | -10.8% | +2.7% | -13.4% | -16.6% |
| YTD | -31.6% | +3.2% | -34.7% | -36.7% |
| 1Y | -6.4% | +4.8% | -11.2% | -16.3% |
| 3Y | +665.7% | +19.0% | +646.7% | +516.7% |
| 5Y | +55.6% | +26.8% | +28.9% | +19.7% |
| All | +53.1% | +27.5% | +25.7% | +18.0% |
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