+53.1%
ROK vs JAAA
+19.0%
+34.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.6% |
| 30D | -4.8% | +0.5% | -5.3% | -7.2% |
| 3M | -6.1% | +1.3% | -7.4% | -11.7% |
| 6M | +15.5% | +2.8% | +12.7% | +1.0% |
| YTD | +11.2% | +3.3% | +7.9% | -4.7% |
| 1Y | +23.8% | +4.9% | +18.9% | -1.4% |
| 3Y | +53.1% | +19.0% | +34.2% | +26.9% |
| All | +53.1% | +19.0% | +34.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling