+448.2%
URI vs JAAA
+29.4%
+418.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | -12.4% | +0.5% | -12.9% | -13.6% |
| 3M | -7.3% | +1.3% | -8.5% | -10.1% |
| 6M | +27.2% | +2.8% | +24.4% | +18.9% |
| YTD | +23.0% | +3.3% | +19.7% | +13.7% |
| 1Y | +3.9% | +4.9% | -1.0% | -7.6% |
| 3Y | +121.6% | +19.0% | +102.7% | +66.9% |
| 5Y | +201.1% | +26.9% | +174.2% | +108.1% |
| All | +448.2% | +29.4% | +418.8% | +229.2% |
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