+170.9%
ROST vs JAAA
+30.3%
+140.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | +0.5% | +0.4% | +0.1% | -0.4% |
| 3M | -5.2% | +1.2% | -6.4% | -7.6% |
| 6M | +9.8% | +2.3% | +7.5% | +4.8% |
| YTD | +29.4% | +4.0% | +25.4% | +19.5% |
| 1Y | +44.4% | +4.8% | +39.5% | +31.2% |
| 3Y | +95.0% | +18.4% | +76.6% | +39.2% |
| 5Y | +111.9% | +27.5% | +84.3% | +26.0% |
| All | +170.9% | +30.3% | +140.7% | +40.1% |
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 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