-5.2%
DASH vs JAAA
+29.5%
-34.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.1% |
| 30D | -6.0% | +0.4% | -6.5% | -6.9% |
| 3M | -15.8% | +1.2% | -17.0% | -17.8% |
| 6M | +7.0% | +2.3% | +4.6% | +2.1% |
| YTD | -20.7% | +3.9% | -24.6% | -26.5% |
| 1Y | -8.5% | +4.8% | -13.4% | -16.7% |
| 3Y | +101.8% | +18.5% | +83.3% | +66.1% |
| 5Y | -9.6% | +27.5% | -37.0% | -34.2% |
| All | -5.2% | +29.5% | -34.7% | -28.4% |
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