+254.0%
RY vs JAAA
+29.3%
+224.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | -0.3% | +0.5% | -0.9% | -1.1% |
| 3M | +8.7% | +1.3% | +7.4% | +6.6% |
| 6M | +28.5% | +2.7% | +25.9% | +23.6% |
| YTD | +25.1% | +3.2% | +21.9% | +19.5% |
| 1Y | +46.3% | +4.9% | +41.4% | +36.5% |
| 3Y | +154.9% | +19.0% | +135.9% | +111.8% |
| 5Y | +140.3% | +26.8% | +113.5% | +87.2% |
| All | +254.0% | +29.3% | +224.8% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling