+14.1%
DBX vs JAAA
+4.7%
+9.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -1.8% | +0.1% | -1.9% | -2.1% |
| 30D | +2.8% | +0.4% | +2.4% | +1.2% |
| 3M | +26.8% | +1.2% | +25.6% | +21.1% |
| 6M | +32.8% | +2.7% | +30.1% | +22.0% |
| YTD | +26.1% | +3.2% | +22.9% | +14.5% |
| 1Y | +14.1% | +4.8% | +9.3% | -3.0% |
| All | +14.1% | +4.7% | +9.4% | -3.0% |
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