+34.6%
RL vs JAAA
+4.8%
+29.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +5.8% | +0.2% | +5.6% | +3.8% |
| 30D | +12.7% | +0.4% | +12.3% | +6.9% |
| 3M | +9.3% | +1.2% | +8.1% | -6.2% |
| 6M | +16.9% | +2.3% | +14.6% | -13.9% |
| YTD | +17.5% | +3.9% | +13.6% | -27.0% |
| 1Y | +34.6% | +4.8% | +29.8% | -23.3% |
| All | +34.6% | +4.8% | +29.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling