+588.9%
RVMD vs JAAA
+26.5%
+562.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -0.7% | +0.5% | -1.3% | -1.5% |
| 3M | +36.5% | +1.3% | +35.3% | +33.9% |
| 6M | +104.6% | +2.8% | +101.8% | +96.5% |
| YTD | +155.8% | +3.3% | +152.6% | +144.4% |
| 1Y | +340.7% | +4.9% | +335.8% | +313.9% |
| 3Y | +519.9% | +19.0% | +501.0% | +485.4% |
| All | +588.9% | +26.5% | +562.4% | +481.0% |
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