+24.6%
DBX vs JAAA
+4.8%
+19.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +5.0% | +0.4% | +4.6% | +4.3% |
| 3M | +4.6% | +1.2% | +3.4% | +2.0% |
| 6M | +43.9% | +2.3% | +41.6% | +36.6% |
| YTD | +29.9% | +3.9% | +26.0% | +30.1% |
| 1Y | +24.6% | +4.8% | +19.8% | +32.4% |
| All | +24.6% | +4.8% | +19.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling