-24.4%
RKT vs JAAA
+29.4%
-53.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -6.3% | +0.1% | -6.3% | -6.4% |
| 30D | -6.2% | +0.5% | -6.7% | -7.2% |
| 3M | -1.9% | +1.3% | -3.1% | -4.3% |
| 6M | -13.0% | +2.8% | -15.8% | -17.5% |
| YTD | -31.9% | +3.3% | -35.2% | -36.0% |
| 1Y | -37.6% | +4.9% | -42.5% | -42.8% |
| 3Y | +36.8% | +19.0% | +17.8% | -0.6% |
| 5Y | -9.7% | +26.9% | -36.6% | -42.2% |
| All | -24.4% | +29.4% | -53.7% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling