+115.1%
RSP vs JAAA
+29.3%
+85.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.8% | +0.2% | -0.9% | -1.0% |
| 30D | -0.3% | +0.5% | -0.9% | -1.1% |
| 3M | +4.3% | +1.3% | +3.0% | +2.3% |
| 6M | +8.8% | +2.7% | +6.2% | +4.7% |
| YTD | +15.3% | +3.2% | +12.1% | +10.1% |
| 1Y | +18.3% | +4.9% | +13.4% | +10.3% |
| 3Y | +52.8% | +19.0% | +33.8% | +30.2% |
| 5Y | +51.7% | +26.8% | +24.9% | +23.0% |
| All | +115.1% | +29.3% | +85.8% | +63.7% |
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