+76.2%
DBX vs JAAA
+29.3%
+47.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +2.8% | +0.4% | +2.4% | +2.2% |
| 3M | +26.8% | +1.2% | +25.6% | +24.7% |
| 6M | +32.8% | +2.7% | +30.1% | +28.2% |
| YTD | +26.1% | +3.2% | +22.9% | +21.0% |
| 1Y | +14.1% | +4.8% | +9.3% | +7.3% |
| 3Y | +25.7% | +19.0% | +6.7% | +9.7% |
| 5Y | +11.2% | +26.8% | -15.6% | -9.5% |
| All | +76.2% | +29.3% | +47.0% | +38.3% |
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 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