+159.7%
RY vs JAAA
+18.5%
+141.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | +5.0% | +0.4% | +4.6% | +3.6% |
| 3M | -5.3% | +1.2% | -6.5% | -8.8% |
| 6M | +13.8% | +2.3% | +11.5% | +5.8% |
| YTD | +21.0% | +4.0% | +17.0% | +6.8% |
| 1Y | +40.5% | +4.8% | +35.7% | +21.1% |
| 3Y | +159.7% | +18.4% | +141.2% | +80.1% |
| All | +159.7% | +18.5% | +141.1% | +80.1% |
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