-32.9%
RVTY vs JAAA
+26.7%
-59.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | +6.7% | +0.5% | +6.3% | +5.6% |
| 3M | +19.0% | +1.2% | +17.8% | +15.6% |
| 6M | +34.6% | +2.7% | +31.9% | +26.6% |
| YTD | +28.3% | +3.2% | +25.1% | +19.4% |
| 1Y | +46.0% | +4.8% | +41.2% | +31.6% |
| 3Y | +16.9% | +19.0% | -2.1% | -10.1% |
| 5Y | -32.9% | +26.8% | -59.7% | -54.0% |
| All | -32.9% | +26.7% | -59.6% | -54.0% |
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