+402.0%
RL vs JAAA
+29.3%
+372.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.6% |
| 30D | -17.5% | +0.5% | -18.0% | -18.8% |
| 3M | -14.0% | +1.2% | -15.2% | -17.6% |
| 6M | -2.0% | +2.7% | -4.7% | -10.5% |
| YTD | -4.6% | +3.2% | -7.8% | -14.1% |
| 1Y | +9.5% | +4.8% | +4.7% | -5.9% |
| 3Y | +200.5% | +19.0% | +181.5% | +103.3% |
| 5Y | +226.3% | +26.8% | +199.5% | +96.3% |
| All | +402.0% | +29.3% | +372.7% | +165.3% |
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 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