+68.6%
DBX vs JAAA
+30.3%
+38.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -5.9% | +0.4% | -6.3% | -6.4% |
| 3M | -6.7% | +1.2% | -7.9% | -8.2% |
| 6M | +28.0% | +2.3% | +25.7% | +24.1% |
| YTD | +20.6% | +4.0% | +16.6% | +14.5% |
| 1Y | +10.3% | +4.8% | +5.5% | +3.6% |
| 3Y | +24.0% | +18.4% | +5.6% | +7.5% |
| 5Y | +24.2% | +27.5% | -3.3% | -0.1% |
| All | +68.6% | +30.3% | +38.3% | +30.9% |
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