+87.7%
RIO vs JAAA
+18.9%
+68.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.1% |
| 7D | -3.4% | +0.1% | -3.4% | -3.5% |
| 30D | +0.6% | +0.4% | +0.1% | -0.5% |
| 3M | +2.5% | +1.2% | +1.3% | -0.4% |
| 6M | +10.8% | +2.7% | +8.1% | +4.1% |
| YTD | +30.5% | +3.2% | +27.3% | +21.6% |
| 1Y | +68.1% | +4.8% | +63.3% | +52.3% |
| All | +87.7% | +18.9% | +68.8% | +61.9% |
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 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