+152.8%
RTX vs JAAA
+18.9%
+134.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | -10.6% | +0.5% | -11.0% | -11.6% |
| 3M | +11.6% | +1.2% | +10.4% | +8.4% |
| 6M | -4.5% | +2.8% | -7.4% | -10.8% |
| YTD | +9.6% | +3.2% | +6.4% | +1.5% |
| 1Y | +30.8% | +4.8% | +26.0% | +16.2% |
| 3Y | +152.8% | +19.0% | +133.9% | +124.3% |
| All | +152.8% | +18.9% | +134.0% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling