+19.9%
RVTY vs JAAA
+18.9%
+1.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.4% | +0.1% | +0.3% | -0.1% |
| 30D | +10.8% | +0.5% | +10.4% | +8.5% |
| 3M | +26.8% | +1.2% | +25.6% | +19.9% |
| 6M | +39.3% | +2.8% | +36.5% | +22.5% |
| YTD | +31.6% | +3.2% | +28.4% | +14.3% |
| 1Y | +47.7% | +4.8% | +42.9% | +19.9% |
| 3Y | +19.9% | +19.0% | +1.0% | +4.4% |
| All | +19.9% | +18.9% | +1.1% | +4.4% |
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