+411.6%
ROIV vs JAAA
+27.4%
+384.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.2% |
| 7D | +5.3% | +0.2% | +5.2% | +5.4% |
| 30D | +11.9% | +0.4% | +11.5% | +12.2% |
| 3M | +10.7% | +1.2% | +9.5% | +11.5% |
| 6M | +34.9% | +2.3% | +32.6% | +36.8% |
| YTD | +79.2% | +3.9% | +75.3% | +83.7% |
| 1Y | +89.0% | +4.8% | +84.2% | +95.3% |
| 3Y | +337.3% | +18.5% | +318.8% | +475.5% |
| All | +411.6% | +27.4% | +384.1% | +692.9% |
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 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