+479.5%
RL vs JAAA
+30.3%
+449.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.2% |
| 30D | +2.9% | +0.4% | +2.5% | +1.4% |
| 3M | 0.0% | +1.2% | -1.2% | -4.0% |
| 6M | +17.1% | +2.3% | +14.8% | +8.4% |
| YTD | +10.1% | +4.0% | +6.1% | -3.3% |
| 1Y | +17.3% | +4.8% | +12.5% | +0.5% |
| 3Y | +249.3% | +18.4% | +230.9% | +134.7% |
| 5Y | +240.9% | +27.5% | +213.4% | +101.5% |
| All | +479.5% | +30.3% | +449.2% | +198.4% |
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