+499.5%
RL vs JAAA
+30.2%
+469.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.0% |
| 30D | +7.6% | +0.4% | +7.2% | +6.1% |
| 3M | -1.5% | +1.2% | -2.7% | -5.3% |
| 6M | +12.1% | +2.3% | +9.8% | +3.7% |
| YTD | +13.9% | +3.9% | +10.0% | +0.2% |
| 1Y | +20.7% | +4.8% | +15.9% | +3.5% |
| 3Y | +260.6% | +18.5% | +242.1% | +142.5% |
| 5Y | +248.9% | +27.5% | +221.4% | +106.3% |
| All | +499.5% | +30.2% | +469.2% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling