-5.0%
ROL vs JAAA
+29.4%
-34.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -4.9% | +0.5% | -5.4% | -5.0% |
| 3M | -25.8% | +1.3% | -27.1% | -26.0% |
| 6M | -37.6% | +2.8% | -40.3% | -37.8% |
| YTD | -41.5% | +3.3% | -44.7% | -41.8% |
| 1Y | -39.5% | +4.9% | -44.4% | -40.0% |
| 3Y | +0.1% | +19.0% | -18.8% | -1.1% |
| 5Y | -4.6% | +26.9% | -31.5% | -7.4% |
| All | -5.0% | +29.4% | -34.3% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling