+162.9%
RTX vs JAAA
+26.7%
+136.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | +0.5% | -12.0% | -12.0% |
| 3M | +9.2% | +1.2% | +7.9% | +7.9% |
| 6M | -4.4% | +2.7% | -7.1% | -6.9% |
| YTD | +8.9% | +3.2% | +5.7% | +5.6% |
| 1Y | +32.1% | +4.8% | +27.3% | +26.2% |
| 3Y | +151.2% | +19.0% | +132.2% | +128.0% |
| 5Y | +162.9% | +26.8% | +136.1% | +132.4% |
| All | +162.9% | +26.7% | +136.2% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling