+3.0%
RVTY vs JAAA
+29.4%
-26.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | +5.5% | +0.5% | +4.9% | +4.3% |
| 3M | +22.5% | +1.3% | +21.3% | +19.3% |
| 6M | +38.9% | +2.8% | +36.1% | +31.3% |
| YTD | +28.7% | +3.3% | +25.5% | +20.7% |
| 1Y | +45.5% | +4.9% | +40.6% | +32.3% |
| 3Y | +16.4% | +19.0% | -2.6% | -7.4% |
| 5Y | -32.7% | +26.9% | -59.6% | -50.7% |
| All | +3.0% | +29.4% | -26.4% | -23.8% |
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