+246.9%
RL vs JAAA
+26.4%
+220.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.6% |
| 30D | -12.2% | +0.5% | -12.7% | -13.5% |
| 3M | -6.6% | +1.2% | -7.9% | -10.3% |
| 6M | +3.2% | +2.8% | +0.3% | -5.9% |
| YTD | -1.3% | +3.2% | -4.5% | -10.8% |
| 1Y | +13.6% | +4.8% | +8.7% | -2.0% |
| 3Y | +210.9% | +19.0% | +191.9% | +120.5% |
| 5Y | +246.9% | +26.8% | +220.0% | +119.4% |
| All | +246.9% | +26.4% | +220.5% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling