+425.3%
RL vs JAAA
+29.3%
+396.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +1.8% |
| 7D | -0.8% | +0.2% | -1.0% | -1.4% |
| 30D | -7.8% | +0.5% | -8.3% | -9.4% |
| 3M | -4.0% | +1.3% | -5.3% | -8.0% |
| 6M | -1.9% | +2.7% | -4.5% | -10.2% |
| YTD | -0.2% | +3.2% | -3.3% | -10.0% |
| 1Y | +10.7% | +4.9% | +5.7% | -5.3% |
| 3Y | +210.8% | +19.0% | +191.8% | +110.4% |
| 5Y | +238.2% | +26.8% | +211.4% | +103.3% |
| All | +425.3% | +29.3% | +396.1% | +177.8% |
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