+160.5%
RSG vs JAAA
+29.3%
+131.2%
-22.5%
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 | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +3.7% | +0.5% | +3.2% | +3.6% |
| 3M | +6.2% | +1.2% | +4.9% | +6.1% |
| 6M | -2.8% | +2.7% | -5.5% | -2.8% |
| YTD | +5.9% | +3.2% | +2.7% | +5.8% |
| 1Y | -1.8% | +4.8% | -6.6% | -2.0% |
| 3Y | +57.5% | +19.0% | +38.5% | +61.7% |
| 5Y | +91.1% | +26.8% | +64.3% | +102.1% |
| All | +160.5% | +29.3% | +131.2% | +157.0% |
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