+1,572.7%
DELL vs JAAA
+29.3%
+1,543.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +8.7% | +0.1% | +8.6% | +8.5% |
| 30D | +16.9% | +0.5% | +16.4% | +15.5% |
| 3M | +40.4% | +1.2% | +39.2% | +35.7% |
| 6M | +267.1% | +2.7% | +264.3% | +242.0% |
| YTD | +329.1% | +3.2% | +325.9% | +294.3% |
| 1Y | +346.9% | +4.8% | +342.1% | +293.5% |
| 3Y | +696.6% | +19.0% | +677.6% | +484.5% |
| 5Y | +1,106.2% | +26.8% | +1,079.4% | +710.0% |
| All | +1,572.7% | +29.3% | +1,543.4% | +925.2% |
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 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