-35.9%
RUN vs JAAA
+18.9%
-54.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | -1.8% | +0.1% | -1.9% | -2.5% |
| 30D | -10.8% | +0.5% | -11.3% | -13.7% |
| 3M | -30.2% | +1.2% | -31.4% | -36.2% |
| 6M | -22.3% | +2.7% | -25.1% | -36.0% |
| YTD | -52.2% | +3.2% | -55.4% | -61.0% |
| 1Y | -45.1% | +4.8% | -49.9% | -58.3% |
| All | -35.9% | +18.9% | -54.8% | -58.3% |
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