+622.8%
RIG vs JAAA
+29.3%
+593.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | -0.2% | +0.5% | -0.6% | -0.8% |
| 3M | -2.7% | +1.2% | -4.0% | -4.3% |
| 6M | -7.5% | +2.7% | -10.2% | -10.6% |
| YTD | +38.3% | +3.2% | +35.1% | +32.9% |
| 1Y | +81.8% | +4.8% | +77.0% | +71.8% |
| 3Y | -30.2% | +19.0% | -49.2% | -28.4% |
| 5Y | +59.9% | +26.8% | +33.2% | +74.7% |
| All | +622.8% | +29.3% | +593.5% | +603.4% |
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