-30.2%
RIG vs JAAA
+19.0%
-49.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -2.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.6% |
| 30D | -0.5% | +0.5% | -1.1% | -4.3% |
| 3M | -6.0% | +1.3% | -7.2% | -14.0% |
| 6M | -10.1% | +2.8% | -12.9% | -26.1% |
| YTD | +37.3% | +3.3% | +34.0% | +9.3% |
| 1Y | +73.9% | +4.9% | +69.0% | +23.3% |
| 3Y | -30.2% | +19.0% | -49.1% | -60.6% |
| All | -30.2% | +19.0% | -49.2% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling