-20.8%
RKT vs JAAA
+29.3%
-50.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +0.7% | +0.5% | +0.2% | -0.2% |
| 3M | +11.8% | +1.2% | +10.6% | +9.2% |
| 6M | -7.6% | +2.8% | -10.5% | -12.5% |
| YTD | -28.7% | +3.2% | -31.8% | -32.8% |
| 1Y | -32.6% | +4.8% | -37.4% | -38.2% |
| 3Y | +42.1% | +19.0% | +23.1% | +3.2% |
| 5Y | -7.2% | +26.8% | -34.0% | -40.6% |
| All | -20.8% | +29.3% | -50.0% | -54.3% |
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