+14.9%
RRX vs JAAA
+26.8%
-11.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.7% | +0.1% | -3.8% | -4.0% |
| 30D | -9.3% | +0.4% | -9.7% | -10.4% |
| 3M | -21.8% | +1.2% | -23.0% | -24.3% |
| 6M | -22.0% | +2.7% | -24.7% | -27.4% |
| YTD | +11.9% | +3.2% | +8.8% | +2.9% |
| 1Y | +11.6% | +4.8% | +6.8% | -1.5% |
| 3Y | +2.2% | +19.0% | -16.8% | -23.3% |
| 5Y | +14.9% | +26.8% | -11.9% | -22.4% |
| All | +14.9% | +26.8% | -11.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling