+79.6%
RRX vs JAAA
+29.3%
+50.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.6% |
| 7D | -0.7% | +0.1% | -0.8% | -1.0% |
| 30D | -8.0% | +0.5% | -8.4% | -9.0% |
| 3M | -25.1% | +1.2% | -26.3% | -27.3% |
| 6M | -18.3% | +2.7% | -21.0% | -23.5% |
| YTD | +14.2% | +3.2% | +11.0% | +5.7% |
| 1Y | +13.0% | +4.8% | +8.2% | +1.0% |
| 3Y | +4.2% | +19.0% | -14.8% | -19.4% |
| 5Y | +17.9% | +26.8% | -8.9% | -15.9% |
| All | +79.6% | +29.3% | +50.3% | +23.2% |
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