-1.9%
ROL vs JAAA
+29.3%
-31.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -4.1% | +0.5% | -4.6% | -4.2% |
| 3M | -22.5% | +1.3% | -23.8% | -22.7% |
| 6M | -37.7% | +2.7% | -40.3% | -37.9% |
| YTD | -39.6% | +3.2% | -42.8% | -39.9% |
| 1Y | -36.0% | +4.9% | -40.9% | -36.6% |
| 3Y | -5.1% | +19.0% | -24.1% | -6.3% |
| 5Y | -3.4% | +26.8% | -30.2% | -6.2% |
| All | -1.9% | +29.3% | -31.1% | -7.6% |
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