+17.4%
ROP vs JAAA
+30.3%
-12.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +28.8% | +0.4% | +28.4% | +28.1% |
| 3M | +21.1% | +1.2% | +19.8% | +19.1% |
| 6M | +52.5% | +2.3% | +50.2% | +48.0% |
| YTD | +8.9% | +4.0% | +4.9% | +3.5% |
| 1Y | +8.2% | +4.8% | +3.4% | +1.9% |
| 3Y | -5.2% | +18.4% | -23.6% | -19.3% |
| 5Y | +1.7% | +27.5% | -25.8% | -17.7% |
| All | +17.4% | +30.3% | -12.9% | -13.7% |
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