+47.9%
DAR vs JAAA
+29.3%
+18.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +6.4% | +0.4% | +6.0% | +5.9% |
| 3M | +13.2% | +1.2% | +12.0% | +11.7% |
| 6M | +26.2% | +2.7% | +23.5% | +22.5% |
| YTD | +84.4% | +3.2% | +81.2% | +78.1% |
| 1Y | +112.0% | +4.8% | +107.2% | +101.5% |
| 3Y | +13.4% | +19.0% | -5.6% | +5.6% |
| 5Y | -6.0% | +26.8% | -32.8% | -14.9% |
| All | +47.9% | +29.3% | +18.6% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling