+221.5%
RL vs JAAA
+27.4%
+194.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -4.2% | +0.2% | -4.3% | -4.7% |
| 30D | +4.3% | +0.4% | +3.8% | +2.8% |
| 3M | -4.6% | +1.2% | -5.8% | -8.4% |
| 6M | +1.7% | +2.3% | -0.6% | -5.9% |
| YTD | +7.3% | +3.9% | +3.5% | -5.3% |
| 1Y | +20.8% | +4.8% | +16.0% | +3.7% |
| 3Y | +247.0% | +18.5% | +228.4% | +141.2% |
| All | +221.5% | +27.4% | +194.1% | +94.3% |
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 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