-5.2%
ROP vs JAAA
+29.4%
-34.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -1.7% | +0.5% | -2.2% | -2.4% |
| 3M | +17.1% | +1.3% | +15.8% | +15.2% |
| 6M | +10.9% | +2.8% | +8.1% | +7.0% |
| YTD | -12.1% | +3.3% | -15.4% | -15.6% |
| 1Y | -24.2% | +4.9% | -29.2% | -28.7% |
| 3Y | -20.4% | +19.0% | -39.3% | -32.1% |
| 5Y | -15.4% | +26.9% | -42.3% | -31.0% |
| All | -5.2% | +29.4% | -34.6% | -29.7% |
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