+291.1%
ROIV vs JAAA
+29.3%
+261.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +13.3% | +0.1% | +13.3% | +13.4% |
| 30D | +14.8% | +0.4% | +14.4% | +15.0% |
| 3M | +11.9% | +1.1% | +10.8% | +12.5% |
| 6M | +42.4% | +2.3% | +40.1% | +44.0% |
| YTD | +87.4% | +3.9% | +83.5% | +91.2% |
| 1Y | +97.2% | +4.8% | +92.4% | +102.5% |
| 3Y | +375.7% | +18.4% | +357.2% | +500.9% |
| 5Y | +379.0% | +27.4% | +351.6% | +606.3% |
| All | +291.1% | +29.3% | +261.8% | +467.0% |
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