+160.8%
RSG vs JAAA
+29.4%
+131.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.0% | +0.5% | +3.4% | +3.9% |
| 3M | +7.4% | +1.3% | +6.1% | +7.3% |
| 6M | +0.1% | +2.8% | -2.7% | +0.1% |
| YTD | +6.0% | +3.3% | +2.8% | +5.9% |
| 1Y | -3.0% | +4.9% | -7.9% | -3.2% |
| 3Y | +56.5% | +19.0% | +37.5% | +60.6% |
| 5Y | +90.9% | +26.9% | +64.0% | +101.9% |
| All | +160.8% | +29.4% | +131.4% | +157.3% |
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