+85.2%
RVTY vs JAAA
+18.5%
+66.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.9% |
| 30D | +1.5% | +0.4% | +1.1% | -0.6% |
| 3M | +31.5% | +1.2% | +30.2% | +23.9% |
| 6M | +62.7% | +2.3% | +60.4% | +45.5% |
| YTD | +60.0% | +4.0% | +56.0% | +32.7% |
| 1Y | +65.7% | +4.8% | +60.9% | +32.6% |
| 3Y | +85.2% | +18.4% | +66.8% | +39.2% |
| All | +85.2% | +18.5% | +66.7% | +39.2% |
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