+94.0%
ROK vs JAAA
+29.3%
+64.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -2.4% | +0.5% | -2.9% | -3.3% |
| 3M | -4.7% | +1.2% | -5.9% | -7.0% |
| 6M | +16.8% | +2.8% | +13.9% | +10.3% |
| YTD | +11.4% | +3.2% | +8.2% | +4.6% |
| 1Y | +26.2% | +4.8% | +21.3% | +15.0% |
| 3Y | +51.9% | +19.0% | +32.9% | +22.0% |
| 5Y | +46.4% | +26.8% | +19.5% | +9.4% |
| All | +94.0% | +29.3% | +64.7% | +40.8% |
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