+47.0%
RVTY vs JAAA
+4.7%
+42.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -7.4% | +0.1% | -7.5% | -8.1% |
| 30D | +4.5% | +0.4% | +4.1% | +0.5% |
| 3M | +19.5% | +1.2% | +18.3% | +7.0% |
| 6M | +34.1% | +2.7% | +31.5% | +6.1% |
| YTD | +25.3% | +3.2% | +22.1% | -3.2% |
| 1Y | +47.0% | +4.8% | +42.2% | -4.5% |
| All | +47.0% | +4.7% | +42.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling