+91.5%
RIO vs JAAA
+26.5%
+65.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +0.9% | +0.5% | +0.4% | 0.0% |
| 3M | -1.4% | +1.3% | -2.7% | -3.6% |
| 6M | +10.9% | +2.8% | +8.2% | +5.7% |
| YTD | +31.2% | +3.3% | +28.0% | +24.2% |
| 1Y | +67.9% | +4.9% | +63.0% | +55.0% |
| 3Y | +88.8% | +19.0% | +69.8% | +45.7% |
| All | +91.5% | +26.5% | +65.0% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling