-4.2%
ROL vs JAAA
+26.7%
-30.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -7.2% | +0.5% | -7.7% | -7.2% |
| 3M | -27.0% | +1.2% | -28.2% | -27.0% |
| 6M | -39.5% | +2.7% | -42.2% | -39.5% |
| YTD | -41.8% | +3.2% | -45.0% | -41.9% |
| 1Y | -38.9% | +4.8% | -43.7% | -39.0% |
| 3Y | -0.4% | +19.0% | -19.4% | +1.5% |
| 5Y | -4.2% | +26.8% | -31.0% | -2.0% |
| All | -4.2% | +26.7% | -30.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling