+1,145.9%
DELL vs JAAA
+26.5%
+1,119.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +11.7% |
| 7D | +8.2% | +0.1% | +8.2% | +8.0% |
| 30D | +17.1% | +0.5% | +16.6% | +15.4% |
| 3M | +45.2% | +1.3% | +43.9% | +40.0% |
| 6M | +286.8% | +2.8% | +284.0% | +258.3% |
| YTD | +354.8% | +3.3% | +351.5% | +315.1% |
| 1Y | +358.3% | +4.9% | +353.3% | +298.9% |
| 3Y | +724.9% | +19.0% | +705.9% | +496.1% |
| All | +1,145.9% | +26.5% | +1,119.4% | +745.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling