+1,672.8%
DELL vs JAAA
+29.4%
+1,643.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +11.8% |
| 7D | +8.2% | +0.1% | +8.2% | +8.0% |
| 30D | +17.1% | +0.5% | +16.6% | +15.5% |
| 3M | +45.2% | +1.3% | +43.9% | +40.3% |
| 6M | +286.8% | +2.8% | +284.0% | +259.9% |
| YTD | +354.8% | +3.3% | +351.5% | +317.4% |
| 1Y | +358.3% | +4.9% | +353.3% | +302.3% |
| 3Y | +724.9% | +19.0% | +705.9% | +505.0% |
| 5Y | +1,193.7% | +26.9% | +1,166.8% | +767.3% |
| All | +1,672.8% | +29.4% | +1,643.5% | +985.1% |
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