+247.7%
RY vs JAAA
+29.3%
+218.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -1.9% | +0.5% | -2.3% | -2.5% |
| 3M | +5.1% | +1.2% | +3.9% | +3.2% |
| 6M | +28.2% | +2.7% | +25.4% | +23.1% |
| YTD | +22.9% | +3.2% | +19.7% | +17.3% |
| 1Y | +45.5% | +4.8% | +40.7% | +36.0% |
| 3Y | +156.7% | +19.0% | +137.7% | +113.2% |
| 5Y | +137.7% | +26.8% | +110.9% | +85.3% |
| All | +247.7% | +29.3% | +218.4% | +151.8% |
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