+4.7%
ROL vs JAAA
+18.5%
-13.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +19.8% | +0.4% | +19.3% | +19.5% |
| 3M | +7.9% | +1.2% | +6.7% | +7.2% |
| 6M | -25.6% | +2.3% | -28.0% | -26.6% |
| YTD | -34.1% | +4.0% | -38.1% | -35.5% |
| 1Y | -31.4% | +4.8% | -36.2% | -33.1% |
| 3Y | +4.7% | +18.4% | -13.8% | +9.1% |
| All | +4.7% | +18.5% | -13.8% | +9.1% |
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