+161.0%
DAL vs JAAA
+18.5%
+142.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.9% |
| 30D | +12.8% | +0.4% | +12.4% | +8.9% |
| 3M | -5.3% | +1.2% | -6.5% | -14.3% |
| 6M | +22.4% | +2.3% | +20.1% | +1.2% |
| YTD | +25.6% | +4.0% | +21.6% | -8.7% |
| 1Y | +45.5% | +4.8% | +40.7% | -0.7% |
| 3Y | +161.0% | +18.4% | +142.5% | +26.1% |
| All | +161.0% | +18.5% | +142.4% | +26.1% |
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