+105.8%
DAL vs JAAA
+25.6%
+80.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.5% |
| 7D | +0.1% | +0.2% | 0.0% | -0.4% |
| 30D | -13.9% | +0.5% | -14.5% | -15.4% |
| 3M | +1.1% | +1.3% | -0.2% | -3.1% |
| 6M | +26.2% | +2.7% | +23.6% | +15.9% |
| YTD | +16.4% | +3.2% | +13.2% | +5.3% |
| 1Y | +33.9% | +4.9% | +28.9% | +15.1% |
| 3Y | +93.4% | +19.0% | +74.4% | +39.7% |
| All | +105.8% | +25.6% | +80.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling