+143.3%
DELL vs JAAA
+4.8%
+138.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -24.6% | +0.2% | -24.7% | -24.3% |
| 30D | -32.5% | +0.4% | -32.9% | -32.0% |
| 3M | -20.2% | +1.2% | -21.4% | -17.9% |
| 6M | +76.5% | +2.3% | +74.1% | +84.9% |
| YTD | +198.9% | +3.9% | +195.1% | +242.9% |
| 1Y | +143.3% | +4.8% | +138.5% | +256.2% |
| All | +143.3% | +4.8% | +138.6% | +256.2% |
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