-86.3%
RUN vs JAAA
+29.4%
-115.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | -13.0% | +0.5% | -13.5% | -13.9% |
| 3M | -31.8% | +1.3% | -33.1% | -33.4% |
| 6M | -32.2% | +2.8% | -35.0% | -35.5% |
| YTD | -53.5% | +3.3% | -56.7% | -55.8% |
| 1Y | -46.5% | +4.9% | -51.5% | -50.0% |
| 3Y | -37.6% | +19.0% | -56.6% | -40.7% |
| 5Y | -80.9% | +26.9% | -107.7% | -81.4% |
| All | -86.3% | +29.4% | -115.6% | -87.7% |
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 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