+279.3%
URA vs JAAA
+30.2%
+249.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | -10.8% | +0.4% | -11.2% | -11.5% |
| 3M | -25.5% | +1.2% | -26.7% | -27.3% |
| 6M | -41.2% | +2.3% | -43.6% | -43.9% |
| YTD | -21.3% | +4.0% | -25.2% | -27.0% |
| 1Y | -25.7% | +4.8% | -30.5% | -32.0% |
| 3Y | +43.1% | +18.5% | +24.6% | +14.6% |
| 5Y | +35.6% | +27.5% | +8.1% | +1.7% |
| All | +279.3% | +30.2% | +249.1% | +147.5% |
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