+168.2%
ROST vs JAAA
+29.3%
+138.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -10.0% | +0.5% | -10.4% | -10.8% |
| 3M | +1.2% | +1.2% | 0.0% | -1.3% |
| 6M | +8.9% | +2.8% | +6.1% | +2.9% |
| YTD | +28.1% | +3.2% | +24.9% | +20.2% |
| 1Y | +53.0% | +4.8% | +48.1% | +39.2% |
| 3Y | +97.9% | +19.0% | +78.9% | +39.9% |
| 5Y | +112.0% | +26.8% | +85.2% | +26.6% |
| All | +168.2% | +29.3% | +138.9% | +40.9% |
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