+464.9%
RL vs JAAA
+30.2%
+434.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| YTD | +7.3% | +3.9% | +3.5% | -5.5% |
| 1Y | +20.8% | +4.8% | +16.0% | +3.5% |
| 3Y | +247.0% | +18.5% | +228.4% | +133.3% |
| 5Y | +225.5% | +27.5% | +198.0% | +92.6% |
| All | +464.9% | +30.2% | +434.7% | +191.9% |
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