+93.8%
DD vs JAAA
+29.4%
+64.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -11.7% | +0.5% | -12.2% | -12.7% |
| 3M | -9.2% | +1.3% | -10.5% | -11.7% |
| 6M | -7.2% | +2.8% | -10.0% | -12.6% |
| YTD | +6.6% | +3.3% | +3.3% | -0.5% |
| 1Y | +32.0% | +4.9% | +27.1% | +19.3% |
| 3Y | +42.1% | +19.0% | +23.2% | +17.7% |
| 5Y | +58.1% | +26.9% | +31.2% | +24.6% |
| All | +93.8% | +29.4% | +64.5% | +49.1% |
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