-99.9%
DFNS vs JAAA
+18.9%
-118.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.4% |
| 7D | +4.6% | +0.1% | +4.5% | +5.7% |
| 30D | -73.9% | +0.5% | -74.3% | -72.6% |
| 3M | -71.7% | +1.2% | -73.0% | -67.8% |
| 6M | -94.6% | +2.7% | -97.3% | -93.0% |
| YTD | -98.1% | +3.2% | -101.3% | -97.4% |
| 1Y | -98.3% | +4.8% | -103.1% | -97.2% |
| All | -99.9% | +18.9% | -118.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling