+75.1%
DBX vs JAAA
+29.3%
+45.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.7% |
| 30D | -0.5% | +0.5% | -1.0% | -1.2% |
| 3M | +28.1% | +1.3% | +26.8% | +25.9% |
| 6M | +33.1% | +2.7% | +30.4% | +28.5% |
| YTD | +25.3% | +3.2% | +22.1% | +20.2% |
| 1Y | +18.3% | +4.9% | +13.4% | +11.1% |
| 3Y | +25.0% | +19.0% | +6.0% | +9.1% |
| 5Y | +7.5% | +26.8% | -19.3% | -12.4% |
| All | +75.1% | +29.3% | +45.8% | +37.4% |
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