+242.5%
RY vs JAAA
+30.2%
+212.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.1% | +0.4% | +5.7% | +5.5% |
| 3M | -3.4% | +1.2% | -4.5% | -5.0% |
| 6M | +12.8% | +2.3% | +10.5% | +9.0% |
| YTD | +21.0% | +3.9% | +17.1% | +14.3% |
| 1Y | +40.5% | +4.8% | +35.7% | +31.2% |
| 3Y | +159.9% | +18.5% | +141.4% | +115.6% |
| 5Y | +125.0% | +27.5% | +97.5% | +73.9% |
| All | +242.5% | +30.2% | +212.2% | +145.4% |
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 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